//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Journal of financial econometrics"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Testing for Common Roots.
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
CAPM
6
Theorie
6
Theory
6
Hansen-Jagannathan distance
1
Modellierung
1
Scientific modelling
1
local factors
1
misspecification
1
pseudo-true pricing kernel
1
more ...
less ...
Online availability
All
Undetermined
6
Type of publication
All
Article
6
Type of publication (narrower categories)
All
Article in journal
6
Aufsatz in Zeitschrift
6
Language
All
English
6
Author
All
Antoine, Bertille
6
Proulx, Kevin
6
Renault, Eric
6
Gagliardini, Patrick
2
Hansen, Lars Peter
2
Kan, Raymond
2
Ludvigson, Sydney C.
2
Robotti, Cesare
2
Ronchetti, Diego
2
more ...
less ...
Published in...
All
Journal of financial econometrics
Working Papers / Centre de Recherche en Économie et Statistique (CREST), Groupe des Écoles Nationales d'Économie et Statistique (GENES)
55
Journal of econometrics
37
Journal of Econometrics
26
Série des documents de travail / Centre de Recherche en Économie et Statistique
17
Annales d'Economie et de Statistique
16
Econometric theory
10
CEPREMAP Working Papers (Couverture Orange)
9
Working Paper
9
Annales d'économie et de statistique
8
Econometrica
8
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
8
Mathematical finance : an international journal of mathematics, statistics and financial theory
7
Annales de l'INSEE
6
Banque de France Working Paper
6
CORE Discussion Papers
6
Econometric Theory
6
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
6
Cahier / Département de Sciences Économiques, Université de Montréal
5
Econometric reviews
5
Journal of Financial Econometrics
5
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
5
Discussion Papers / Department of Economics, Simon Fraser University
4
Journal of Business & Economic Statistics
4
Themes in modern econometrics
4
ULB Institutional Repository
4
Working Papers / Bank of Canada
4
Econometric Reviews
3
Economics Letters
3
Economics letters
3
Institut für Schweizerisches Bankwesen Zürich - Working Paper Series
3
Journal of Forecasting
3
Journal of empirical finance
3
Journal of financial econometrics : official journal of the Society for Financial Econometrics
3
Mathematical Finance
3
Swiss Finance Institute Research Paper Series
3
The review of financial studies
3
Universität Zürich - Institut für Schweizerisches Bankwesen - Working Papers
3
Warwick economic research papers
3
Working Papers / Département Sciences Sociales, Agriculture et Alimentation, Espace et Environnement (SAE2), Institut National de la Recherche Agronomique (INRA)
3
more ...
less ...
Source
All
ECONIS (ZBW)
6
Showing
1
-
6
of
6
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Pseudo-true SDFs in conditional asset pricing models
Antoine, Bertille
;
Proulx, Kevin
;
Renault, Eric
- In:
Journal of financial econometrics
18
(
2020
)
4
,
pp. 656-714
Persistent link: https://www.econbiz.de/10012405513
Saved in:
2
Comment on: pseudo-true SDFs in conditional asset pricing models
Hansen, Lars Peter
- In:
Journal of financial econometrics
18
(
2020
)
4
,
pp. 715-720
Persistent link: https://www.econbiz.de/10012405515
Saved in:
3
Comment on: pseudo-true SDFs in conditional asset pricing models
Ludvigson, Sydney C.
- In:
Journal of financial econometrics
18
(
2020
)
4
,
pp. 721-728
Persistent link: https://www.econbiz.de/10012405517
Saved in:
4
Comment on: pseudo-true SDFs in conditional asset pricing models
Kan, Raymond
;
Robotti, Cesare
- In:
Journal of financial econometrics
18
(
2020
)
4
,
pp. 729-735
Persistent link: https://www.econbiz.de/10012405518
Saved in:
5
Comment on: pseudo-true SDFs in conditional asset pricing models : comparing fixed- versus vanishing-bandwidth estimators of pseudo-true SDFs
Gagliardini, Patrick
;
Ronchetti, Diego
- In:
Journal of financial econometrics
18
(
2020
)
4
,
pp. 736-775
Persistent link: https://www.econbiz.de/10012405520
Saved in:
6
Rejoinder on: pseudo-true SDFs in conditional asset pricing models
Antoine, Bertille
;
Proulx, Kevin
;
Renault, Eric
- In:
Journal of financial econometrics
18
(
2020
)
4
,
pp. 776-790
Persistent link: https://www.econbiz.de/10012405523
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->