Narrow search
Showing 1 - 10 of 11,696
Cover Image
Alternative approaches to estimation and inference in large multifactor panels : small sample results with an application to modelling of asset returns
Kapetanios, George (contributor);  … - 2005
Persistent link: https://www.econbiz.de/10002808264
Cover Image
Alternative approaches to estimation and inference in large multifactor panles : small sample results with an application to modelling of asset returns
Kapetanios, George (contributor);  … - 2005
Persistent link: https://www.econbiz.de/10002808714
Cover Image
Alternative approaches to estimation and inference in large multifactor panels : small sample results with an application to modelling of asset returns
Kapetanios, George (contributor);  … - 2005
are analysed and insights from the theory of industrial organisation are given. Governments intervene in the market for …
Persistent link: https://www.econbiz.de/10002734112
Cover Image
Volatility and GMM : Monte Carlo studies and empirical estimations
Nagel, Hartmut; Schöbel, Rainer - In: Statistical papers 40 (1999) 3, pp. 297-321
Persistent link: https://www.econbiz.de/10001401125
Cover Image
Further evidence on the relationship between beta stability and the length of the estimation period
Faff, Robert W. - In: Advances in investment analysis and portfolio … 4 (1997), pp. 95-111
Persistent link: https://www.econbiz.de/10001229799
Cover Image
Alternative approaches to estimation and inference in large multifactor panels : small sample results with an application to modelling asset returns
Kapetanios, George; Pesaran, M. Hashem - In: The refinement of econometric estimation and test …, (pp. 239-281). 2007
Persistent link: https://www.econbiz.de/10003461881
Cover Image
Preaveraging-based estimation of quadratic variation in the presence of noise and jumps : theory, implementation, and empirical evidence
Hautsch, Nikolaus; Podolskij, Mark - In: Journal of business & economic statistics : JBES ; a … 31 (2013) 2, pp. 165-183
Persistent link: https://www.econbiz.de/10009754008
Cover Image
On the spurious correlation between sample betas and mean returns
Levy, Moshe - In: Applied mathematical finance 19 (2012) 3/4, pp. 341-360
Persistent link: https://www.econbiz.de/10009710969
Cover Image
IPO underpricing analysis using a selection model : Korean evidence
Joo, Hyunsoo; Lee, Hyunjin - In: Global economic review 51 (2022) 1, pp. 43-60
Persistent link: https://www.econbiz.de/10012821116
Cover Image
On robust properties of the SIML estimation of volatility under micro-market noise and random sampling
Misaki, Hiroumi; Kunitomo, Naoto - In: International review of economics & finance : IREF 40 (2015), pp. 265-281
Persistent link: https://www.econbiz.de/10011573588