Showing 1 - 10 of 91
Persistent link: https://www.econbiz.de/10001020996
Persistent link: https://www.econbiz.de/10011623818
Persistent link: https://www.econbiz.de/10000811503
Persistent link: https://www.econbiz.de/10011772757
Persistent link: https://www.econbiz.de/10008666431
to industry multifactor asset pricing and to global systemic risk estimation with non-synchronous prices …
Persistent link: https://www.econbiz.de/10013034068
In empirical finance and in time series applied economics in general, the least squares model is the workhorse. In class there is much discussion of the assumptions of exogeneity, homoskedasticity and serial correlation. However in practice it may be unstable regression coefficients that are...
Persistent link: https://www.econbiz.de/10014168718
In empirical finance and in time series applied economics in general, the least squares model is the workhorse. In class there is much discussion of the assumptions of exogeneity, homoskedasticity and serial correlation. However in practice it may be unstable regression coefficients that are...
Persistent link: https://www.econbiz.de/10013090683
default risk, dividend and unemployment related shocks contain systematic risks rewarded in the stock market and they can be … represent compensation for bearing the risk of unfavorable shifts in the investment opportunity set along the lines of Merton …
Persistent link: https://www.econbiz.de/10013065048
Persistent link: https://www.econbiz.de/10000147454