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~person:"Brock, William A."
~person:"Zhou, Guofu"
~subject:"CAPM"
~subject:"Prognoseverfahren"
~type_genre:"Article in journal"
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CAPM
Prognoseverfahren
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Brock, William A.
Zhou, Guofu
Clements, Michael P.
38
Gupta, Rangan
36
Timmermann, Allan
35
Franses, Philip Hans
32
Petropoulos, Fotios
28
Diebold, Francis X.
27
Jarrow, Robert A.
27
Marcellino, Massimiliano
24
Pierdzioch, Christian
24
Makridakis, Spyros G.
23
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23
Hyndman, Rob J.
22
Madan, Dilip B.
22
Wang, Yudong
22
Hendry, David F.
21
Satchell, Stephen
19
Fabozzi, Frank J.
18
Hansen, Lars Peter
18
Moosa, Imad A.
18
Assimakopoulos, V.
17
Clark, Todd E.
17
Ferson, Wayne E.
17
Fildes, Robert
17
Kourentzes, Nikolaos
17
Armstrong, Jon Scott
16
Babai, M. Zied
16
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15
Harvey, Campbell R.
15
Hommes, Cars H.
15
Karathanasopoulos, Andreas
15
Koop, Gary
15
Spiliotis, Evangelos
15
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15
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14
Guidolin, Massimo
14
Lee, Cheng F.
14
Sermpinis, Georgios
14
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13
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13
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Journal of empirical finance
3
Management science : journal of the Institute for Operations Research and the Management Sciences
3
The review of financial studies
3
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2
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2
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ECONIS (ZBW)
25
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1
A critique of the stochastic discount factor methodology
Kan, Raymond
;
Zhou, Guofu
- In:
The journal of finance : the journal of the American …
54
(
1999
)
4
,
pp. 1221-1248
Persistent link: https://www.econbiz.de/10001395748
Saved in:
2
Asset-pricing tests under alternative distributions
Zhou, Guofu
- In:
The journal of finance : the journal of the American …
48
(
1993
)
5
,
pp. 1927-1942
Persistent link: https://www.econbiz.de/10001155917
Saved in:
3
International asset pricing with alternative distributional specifications
Harvey, Campbell R.
- In:
Journal of empirical finance
1
(
1993
)
1
,
pp. 107-131
Persistent link: https://www.econbiz.de/10001146680
Saved in:
4
Pathways to randomness in the economy : emergent nonlinearity and chaos in economics and finance
Brock, William A.
- In:
Estudios económicos
8
(
1993
)
1
,
pp. 3-55
Persistent link: https://www.econbiz.de/10001150713
Saved in:
5
Measuring the pricing error of the arbitrage pricing
theory
Geweke, John
- In:
The review of financial studies
9
(
1996
)
2
,
pp. 557-587
Persistent link: https://www.econbiz.de/10001202791
Saved in:
6
Small sample rank tests with applications to asset pricing
Zhou, Guofu
- In:
Journal of empirical finance
2
(
1995
)
1
,
pp. 71-93
Persistent link: https://www.econbiz.de/10001181811
Saved in:
7
Heterogeneous beliefs and routes to chaos in a simple asset pricing model
Brock, William A.
- In:
Journal of economic dynamics & control
22
(
1998
)
8
,
pp. 1235-1274
Persistent link: https://www.econbiz.de/10001250766
Saved in:
8
Fama-MacBeth two-pass regressions : improving risk premia estimates
Bai, Jushan
;
Zhou, Guofu
- In:
Finance research letters
15
(
2015
),
pp. 31-40
Persistent link: https://www.econbiz.de/10011552938
Saved in:
9
A trend factor : Any economic gains from using information over investment horizons?
Han, Yufeng
;
Zhou, Guofu
;
Zhu, Yingzi
- In:
Journal of financial economics
122
(
2016
)
2
,
pp. 352-375
Persistent link: https://www.econbiz.de/10011590910
Saved in:
10
Pricing uncertainty induced by climate change : editor's choice
Barnett, Michael N.
;
Brock, William A.
;
Hansen, Lars Peter
- In:
The review of financial studies
33
(
2020
)
3
,
pp. 1024-1066
Persistent link: https://www.econbiz.de/10012198054
Saved in:
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