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New methods for the arbitrage pricing theory and the present value model
Mei, Jianping - 1994
Persistent link: https://www.econbiz.de/10000425981
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A new non-linear GARCH model
Hagerud, Gustaf E. - 1997
Persistent link: https://www.econbiz.de/10000958392
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Empirical and theoretical aspects of conditional heteroscedasticity in assett pricing
Lee, Suk R. - 1988
Persistent link: https://www.econbiz.de/10000786828
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Three essays on financial econometrics
Yu, Jialin - 2005
Persistent link: https://www.econbiz.de/10003555366
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The role of risk in financial markets
Chou, Ray Yeutien - 1995
Persistent link: https://www.econbiz.de/10000965178
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Financial pricing models in continuous time and Kalman filtering
Kellerhals, Boris-Philipp; Kellerhals, Boris Philipp - 2001
Persistent link: https://www.econbiz.de/10001591594
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Maximum-likelihood estimation of the consumption-based capital-asset pricing model
Baek, Yong-ho - 1990
Persistent link: https://www.econbiz.de/10000788177
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The econometric problems associated with size-sorted portfolios in empirical tests of the capital asset pricing model
Hillion, Pierre Henri - 1988
Persistent link: https://www.econbiz.de/10000795967