//--> //--> //--> //-->
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
~source:"econis"
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
Constrained polynomial likelih...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Risikoprämie
44
Risk premium
44
Theorie
41
Theory
41
Capital income
31
Kapitaleinkommen
31
Yield curve
29
Zinsstruktur
29
Risiko
27
Risk
27
Option pricing theory
24
Optionspreistheorie
24
CAPM
23
Estimation
18
Forecasting model
18
Prognoseverfahren
18
Schätzung
18
Volatility
18
Volatilität
18
Börsenkurs
13
Estimation theory
13
Portfolio selection
13
Portfolio-Management
13
Schätztheorie
13
Share price
13
Brasilien
12
Brazil
12
Nichtparametrisches Verfahren
12
Nonparametric statistics
12
Risikomaß
11
Risk measure
11
Hedge fund
8
Hedgefonds
8
Capital market returns
7
Kapitalmarktrendite
7
Stochastic process
7
Stochastischer Prozess
7
Time series analysis
7
Zeitreihenanalyse
7
Index futures
6
more ...
less ...
Online availability
All
Free
74
Undetermined
25
Type of publication
All
Book / Working Paper
77
Article
63
Type of publication (narrower categories)
All
Article in journal
62
Aufsatz in Zeitschrift
62
Graue Literatur
27
Non-commercial literature
27
Arbeitspapier
26
Working Paper
26
Hochschulschrift
5
Aufsatz im Buch
1
Book section
1
Case study
1
Fallstudie
1
Thesis
1
more ...
less ...
Language
All
English
119
German
9
Undetermined
8
Portuguese
4
Author
All
Almeida, Caio
83
Schneider, Paul
57
Garcia, René
21
Ardison, Kym
19
Vicente, Jose
13
Trojani, Fabio
9
Freire, Gustavo
8
Vicente, José
7
Wagner, Christian
7
Frühwirth, Manfred
6
Sögner, Leopold
6
Sarno, Lucio
5
Simonsen, Axel
5
Faria, Adriano
4
Gomes, Romeu
4
Kubudi, Daniela
4
Vicente, José Roberto
4
Vicente, José Valentim Machado
4
Camponovo, Lorenzo
3
Duarte Júnior, Antonio Marcos
3
Kozhan, Roman
3
Leite, André
3
Neuberger, Anthony
3
Scaillet, Olivier
3
Veza, Tanja
3
Azevedo, Rafael
2
Bali, Turan G.
2
Dobrev, Dobrislav
2
Fan, Jianqing
2
Fang, Elaine
2
Fernandes, Cristiano Augusto Coelho
2
Fernandes, Marcelo
2
Filipović, Damir
2
Graveline, Jeremy J.
2
Jacobs, Kris
2
Joslin, Scott
2
Lippert, Ekkehard
2
Mayerhofer, Eberhard
2
Mijatovic, Aleksandar
2
Mijatovi´c, Aleksandar
2
more ...
less ...
Institution
All
Deutschland / Streitkräfte / Führungsstab
1
Sozialwissenschaftliches Institut der Bundeswehr
1
epubli GmbH
1
Published in...
All
Research paper series / Swiss Finance Institute
12
Brazilian review of econometrics : BRE ; the review of the Brazilian Econometric Society
11
Journal of financial econometrics : official journal of the Society for Financial Econometrics
9
Série de trabalhos para discussão
8
Swiss Finance Institute Research Paper
7
International journal of theoretical and applied finance
4
Journal of econometrics
4
Journal of financial economics
4
Revista Brasileira de Finanças : RBFin
4
Brazilian review of econometrics : the review of the Brazilian Econometric Society
3
Journal of banking & finance
3
Berichte / Sozialwissenschaftliches Institut der Bundeswehr
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Management science : journal of the Institute for Operations Research and the Management Sciences
2
The journal of fixed income
2
(Sozialwissenschaftliches Institut der Bundeswehr. Berichte
1
AFA 2009 San Francisco Meetings Paper
1
Accounting and finance : journal of the Accounting Association of Australia and New Zealand
1
CFS Working Paper
1
CFS working paper series
1
Discussion paper / Centre for Economic Policy Research
1
EFA 2006 Zurich Meetings
1
EFA 2009 Bergen Meetings Paper
1
Ensaios econômicos
1
Estudos econômicos : publicação trimestral do Departamento de Economia da Faculdade de Economia, Administração e Contabilidade da Universidade de São Paulo
1
European financial management : the journal of the European Financial Management Association
1
Health economics
1
Journal of economic dynamics & control
1
Journal of emerging market finance
1
Journal of empirical finance
1
Journal of financial and quantitative analysis : JFQA
1
Journal of financial econometrics
1
Multinational finance journal : MF ; quarterly publication of the Multinational Finance Society
1
Nürnberger Beiträge zu den Wirtschafts- und Sozialwissenschaften
1
Operations research proceedings 2005 : selected papers of the Annual International Conference of the German Operations Research Society (GOR), Bremen, September 7 - 9, 2005
1
Review of managerial science
1
Revista brasileira de economia : RBE ; revista da Escola de Pós-Graduação em Economia da Fundação Getúlio Vargas
1
Série scientifique / CIRANO, Centre Interuniversitaire de Recherche en Analyse des Organisations
1
The review of financial studies
1
WBS Finance Group Research Paper
1
more ...
less ...
Source
All
ECONIS (ZBW)
RePEc
37
OLC EcoSci
19
USB Cologne (EcoSocSci)
2
Other ZBW resources
2
BASE
1
EconStor
1
more ...
less ...
Showing
1
-
10
of
140
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Affine processes, arbitrage-free term structures of legendre polynomials, and option pricing
Almeida, Caio
- In:
International journal of theoretical and applied finance
8
(
2005
)
2
,
pp. 161-184
Persistent link: https://www.econbiz.de/10002679509
Saved in:
2
Time-varying risk premia in emerging markets : explanation by a multi-factor affine term structure model
Almeida, Caio
- In:
International journal of theoretical and applied finance
7
(
2004
)
7
,
pp. 919-947
Persistent link: https://www.econbiz.de/10002420784
Saved in:
3
A note on the relation between principal components and dynamic factors in affine term structure models
Almeida, Caio
- In:
Brazilian review of econometrics : the review of the …
25
(
2005
)
1
,
pp. 89-114
Persistent link: https://www.econbiz.de/10003120440
Saved in:
4
Decomposing and simulating the movements of term structures of interest rates in emerging Eurobond markets
Almeida, Caio
- In:
The journal of fixed income
8
(
1998
)
1
,
pp. 21-31
Persistent link: https://www.econbiz.de/10001246660
Saved in:
5
Forecasting the Brazilian term structure using macroeconomic factors
Faria, Adriano
;
Almeida, Caio
- In:
Brazilian review of econometrics : BRE ; the review of …
34
(
2014
)
1
,
pp. 45-77
Persistent link: https://www.econbiz.de/10011538688
Saved in:
6
Approximating risk premium on a parametric arbitrage-free term structure model
Almeida, Caio
;
Ardison, Kym
;
Kubudi, Daniela
- In:
Brazilian review of econometrics : BRE ; the review of …
34
(
2014
)
2
,
pp. 203-246
Persistent link: https://www.econbiz.de/10011538792
Saved in:
7
Immunization of fixed-income portfolios using an exponential parametric model
Lund, Bruno
;
Almeida, Caio
- In:
Brazilian review of econometrics : BRE ; the review of …
34
(
2014
)
2
,
pp. 155-201
Persistent link: https://www.econbiz.de/10011538795
Saved in:
8
Pricing options embedded in debentures with credit risk
Almeida, Caio
;
Pereira, Leonardo
- In:
Brazilian review of econometrics : BRE ; the review of …
36
(
2016
)
1
,
pp. 21-42
Persistent link: https://www.econbiz.de/10011538968
Saved in:
9
Empirical selection of optimal portfolios and its influence in the estimation of Kreps-Porteus utility function parameters
Faria, Adriano
;
Ornelas, Rafael
;
Almeida, Caio
- In:
Brazilian review of econometrics : BRE ; the review of …
36
(
2016
)
1
,
pp. 43-62
Persistent link: https://www.econbiz.de/10011538973
Saved in:
10
Assessing misspecified asset pricing models with empirical likelihood estimators
Almeida, Caio
;
Garcia, René
- In:
Journal of econometrics
170
(
2012
)
2
,
pp. 519-537
Persistent link: https://www.econbiz.de/10009686763
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->