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CAPM
Theorie
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115
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Aït-Sahalia, Yacine
2
Pelger, Markus
2
Xiu, Dacheng
2
Anatolyev, Stanislav
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Andersen, Torben
1
Andreasen, Martin Møller
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Bandi, Federico M.
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Journal of econometrics
Journal of financial economics
71
Finance research letters
65
Journal of banking & finance
47
Management science : journal of the Institute for Operations Research and the Management Sciences
42
Journal of empirical finance
41
The North American journal of economics and finance : a journal of financial economics studies
39
Discussion paper / Centre for Economic Policy Research
38
Discussion papers / CEPR
37
Working paper / National Bureau of Economic Research, Inc.
35
International review of economics & finance : IREF
33
Journal of economic dynamics & control
32
International review of financial analysis
28
Economics letters
24
Applied economics
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Quantitative finance
21
The review of financial studies
21
Annals of finance
19
Economic modelling
19
European journal of operational research : EJOR
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International journal of theoretical and applied finance
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Journal of economic theory
15
Journal of financial econometrics
13
Mathematics and financial economics
13
The European journal of finance
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Applied economics letters
12
Finance and stochastics
12
Journal of international money and finance
12
Journal of monetary economics
12
Pacific-Basin finance journal
12
Research paper series / Swiss Finance Institute
12
Review of quantitative finance and accounting
12
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
12
Journal of economic behavior & organization : JEBO
11
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Journal of international financial markets, institutions & money
10
Journal of risk
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Journal of financial markets
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Research in international business and finance
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ECONIS (ZBW)
21
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1
Unexplained factors and their effects on second pass image-squared's
Kleibergen, Frank
;
Zhang, Zhaoguo
- In:
Journal of econometrics
189
(
2015
)
1
,
pp. 101-116
Persistent link: https://www.econbiz.de/10011502495
Saved in:
2
A non-linear dynamic model of the variance risk premium
Eraker, Bjørn
;
Wang, Jiakou
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 547-556
Persistent link: https://www.econbiz.de/10011499758
Saved in:
3
Autoencoder asset pricing models
Gu, Shihao
;
Kelly, Bryan T.
;
Xiu, Dacheng
- In:
Journal of econometrics
222
(
2021
)
1,2
,
pp. 429-450
Persistent link: https://www.econbiz.de/10012619654
Saved in:
4
The leverage effect puzzle revisited : identification in discrete time
Han, Hyojin
;
Khrapov, Stanislav
;
Renault, Eric
- In:
Journal of econometrics
217
(
2020
)
2
,
pp. 230-258
Persistent link: https://www.econbiz.de/10012482760
Saved in:
5
Estimating latent asset-pricing factors
Lettau, Martin
;
Pelger, Markus
- In:
Journal of econometrics
218
(
2020
)
1
,
pp. 1-31
Persistent link: https://www.econbiz.de/10012482858
Saved in:
6
The term structure of equity and variance risk premia
Aït-Sahalia, Yacine
;
Karamann, Mustafa
;
Mancini, Loriano
- In:
Journal of econometrics
219
(
2020
)
2
,
pp. 204-230
Persistent link: https://www.econbiz.de/10012483319
Saved in:
7
High-frequency factor models and regressions
Aït-Sahalia, Yacine
;
Kalnina, Ilze
;
Xiu, Dacheng
- In:
Journal of econometrics
216
(
2020
)
1
,
pp. 86-105
Persistent link: https://www.econbiz.de/10012439640
Saved in:
8
Twisted probabilities, uncertainty, and prices
Hansen, Lars Peter
;
Szőke, Bálint
;
Han, Lloyd S.
; …
- In:
Journal of econometrics
216
(
2020
)
1
,
pp. 151-174
Persistent link: https://www.econbiz.de/10012439662
Saved in:
9
A rank test for the number of factors with high-frequency data
Kong, Xin-Bing
;
Liu, Zhi
;
Zhou, Wang
- In:
Journal of econometrics
211
(
2019
)
2
,
pp. 439-460
Persistent link: https://www.econbiz.de/10012303820
Saved in:
10
Term structure analysis with big data : one-step estimation using bond prices
Andreasen, Martin Møller
;
Christensen, Jens H. E.
; …
- In:
Journal of econometrics
212
(
2019
)
1
,
pp. 26-46
Persistent link: https://www.econbiz.de/10012303862
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