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CAPM
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64
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60
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58
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58
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56
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53
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53
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52
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50
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49
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He, Xue-zhong
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Kliemt, Hartmut
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Madan, Dilip B.
41
Peleg, Bezalel
41
Selten, Reinhard
41
Shubik, Martin
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39
Lo, Andrew W.
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Economics letters
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283
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257
Economic theory : official journal of the Society for the Advancement of Economic Theory
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Discussion paper / Center for Economic Research, Tilburg University
246
The review of financial studies
246
Journal of economic dynamics & control
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
224
Discussion paper / Centre for Economic Policy Research
210
International journal of game theory : official journal of the Game Theory Society
186
Finance research letters
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Journal of economic behavior & organization : JEBO
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Journal of empirical finance
163
Management science : journal of the Institute for Operations Research and the Management Sciences
151
Journal of mathematical economics
143
Working paper
143
The American economic review
138
International review of financial analysis
135
Journal of financial and quantitative analysis : JFQA
128
Mathematical social sciences
123
CORE discussion paper : DP
122
Discussion paper / Tinbergen Institute
120
Social choice and welfare
111
Pacific-Basin finance journal
105
International review of economics & finance : IREF
104
Applied economics
98
The review of economic studies
98
CESifo working papers
97
Economic modelling
97
Research paper series / Swiss Finance Institute
97
Mathematical finance : an international journal of mathematics, statistics and financial theory
93
Journal of econometrics
90
Review of quantitative finance and accounting
89
European economic review : EER
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ECONIS (ZBW)
30,277
RePEc
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EconStor
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BASE
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OLC EcoSci
10
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1
Multivariate stochastic volatility : simulated likelihood estimation
Daníelsson, Jón
-
1994
Persistent link: https://www.econbiz.de/10000902080
Saved in:
2
Heteroscedasticity in Canadian stock returns
Sin, Low B.
;
Tsiopoulos, Thomas
-
1993
Persistent link: https://www.econbiz.de/10000878721
Saved in:
3
Closing the GARCH gap : continuous time GARCH modeling
Drost, Feike C.
;
Werker, Bas J. M.
-
1994
Persistent link: https://www.econbiz.de/10000879810
Saved in:
4
Consumption based capital asset pricing and the Austrian Stock Exchange
Böheim, René
;
Boss, Michael
-
1996
Persistent link: https://www.econbiz.de/10000939601
Saved in:
5
A new non-linear GARCH model
Hagerud, Gustaf E.
-
1997
Persistent link: https://www.econbiz.de/10000958392
Saved in:
6
Minimax estimation with random coefficients :
theory
and application to stock returns
Schipp, Bernd
;
Brechtmann, Markus
-
1994
Persistent link: https://www.econbiz.de/10000964811
Saved in:
7
The role of risk in financial markets
Chou, Ray Yeutien
-
1995
Persistent link: https://www.econbiz.de/10000965178
Saved in:
8
Costs of equity capital and model mispricing
Pástor, Ľuboš
;
Stambaugh, Robert F.
-
1998
Persistent link: https://www.econbiz.de/10000981017
Saved in:
9
Preise und Handelsvolumina auf Finanzmärkten : eine empirische Überprüfung d. Mischungsverteilungshypothese
Liesenfeld, Roman
-
1998
Persistent link: https://www.econbiz.de/10000982152
Saved in:
10
Specifying a consistent joint maximum-likelihood (JMLE) approach to testing bond models
Ramamurtie, Buddhavarapu Sailesh
;
Ulman, Scott
-
1996
Persistent link: https://www.econbiz.de/10000983752
Saved in:
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