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Forecasting systematic risk : estimates of "raw" beta that take account of the tendency of bata to change and the heteroskedasticity of residual returns
Fisher, Lawrence; Kamin, Jule H. - In: Journal of financial and quantitative analysis : JFQA 20 (1985) 2, pp. 127-149
Persistent link: https://www.econbiz.de/10002162317
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Statistical inference in two-parameter portfolio theory with multiple regression software
Jobson, J. D.; Korkie, Bob - In: Journal of financial and quantitative analysis : JFQA 18 (1983) 2, pp. 189-197
Persistent link: https://www.econbiz.de/10003160237
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Alternative multivariate tests in limited dependent variable models : an empirical assessment
Ingram, F. Jerry; Frazier, Emma L. - In: Journal of financial and quantitative analysis : JFQA 17 (1982) 2, pp. 227-240
Persistent link: https://www.econbiz.de/10003164265
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Pitfalls in smoothing interest rate term structure data : equilibrium models and spline approximations
Shea, Gary S. - In: Journal of financial and quantitative analysis : JFQA 19 (1984) 3, pp. 253-269
Persistent link: https://www.econbiz.de/10002802190
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Tests of the random walk hypothesis against a price-trend hypothesis
Taylor, Stephen J. - In: Journal of financial and quantitative analysis : JFQA 17 (1982) 1, pp. 37-61
Persistent link: https://www.econbiz.de/10002902545
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Conditioning the return-generating process on firm-specific events : a discussion of event study methods
Thompson, Rex - In: Journal of financial and quantitative analysis : JFQA 20 (1985) 2, pp. 151-168
Persistent link: https://www.econbiz.de/10002909381
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A new approach to estimation of the term structure of interest rates
Chambers, Donald R.; Carleton, Willard T.; Waldman, … - In: Journal of financial and quantitative analysis : JFQA 19 (1984) 3, pp. 233-252
Persistent link: https://www.econbiz.de/10001990564
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Tracking asset volatility by means of a Bayesian switching regression
Mehta, Cyrus R.; Beranek, William - In: Journal of financial and quantitative analysis : JFQA 17 (1982) 2, pp. 241-263
Persistent link: https://www.econbiz.de/10002442587