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Arbitrage Pricing Theory (APT)...
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CAPM
Theorie
48
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48
Brasilien
41
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41
Time series analysis
20
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20
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19
Volatilität
19
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14
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14
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14
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11
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11
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11
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Bonomo, Marco Antonio
9
Garcia, René
7
Meddahi, Nour
3
Tédongap, Roméo
3
Hotta, Luiz K.
1
Oliveira, Andre Barbosa
1
Pereira, Pedro L. Valls
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Journal of empirical finance
2
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1
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1
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1
Journal of international money and finance
1
Texto para discussão / Pontifícia Universidade Católica do Rio de Janeiro, Departamento de Economia
1
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ECONIS (ZBW)
11
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1
On the robustness of the principal volatility components
Trucíos, Carlos
;
Hotta, Luiz K.
;
Pereira, Pedro L. Valls
- In:
Journal of empirical finance
52
(
2019
),
pp. 201-219
Persistent link: https://www.econbiz.de/10012171112
Saved in:
2
Dynamic pricing models
Bonomo, Marco Antonio
-
1992
Persistent link: https://www.econbiz.de/10000863203
Saved in:
3
Can a well-fitted equilibrium asset pricing model produce mean reversion?
Bonomo, Marco Antonio
;
Garcia, René
-
1992
Persistent link: https://www.econbiz.de/10000136222
Saved in:
4
Generalized disappointment aversion, long-run volatility risk and asset prices
Bonomo, Marco Antonio
;
Garcia, René
;
Meddahi, Nour
; …
-
2010
Persistent link: https://www.econbiz.de/10008749056
Saved in:
5
Generalized disappointment aversion, long-run volatility risk, and asset prices
Bonomo, Marco Antonio
;
Garcia, René
;
Meddahi, Nour
; …
- In:
The review of financial studies
24
(
2011
)
1
,
pp. 82-122
Persistent link: https://www.econbiz.de/10008909444
Saved in:
6
The long and the short of the risk-return trade-off
Bonomo, Marco Antonio
;
Garcia, René
;
Meddahi, Nour
; …
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 580-592
Persistent link: https://www.econbiz.de/10011499780
Saved in:
7
Finanças aplicadas ao Brasil
Bonomo, Marco Antonio
(
contributor
)
-
2002
Persistent link: https://www.econbiz.de/10001920945
Saved in:
8
Tests of conditional asset pricing models in the Brazilian stock market
Garcia, René
;
Bonomo, Marco Antonio
- In:
Journal of international money and finance
20
(
2001
)
1
,
pp. 71-90
Persistent link: https://www.econbiz.de/10001546110
Saved in:
9
Can a well-fitted equilibrium asset-pricing model produce mean reversion?
Bonomo, Marco Antonio
- In:
Journal of applied econometrics
9
(
1994
)
1
,
pp. 19-29
Persistent link: https://www.econbiz.de/10001153860
Saved in:
10
Consumption and equilibrium asset pricing : an empirical assessment
Bonomo, Marco Antonio
- In:
Journal of empirical finance
3
(
1996
)
3
,
pp. 239-265
Persistent link: https://www.econbiz.de/10001206314
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1
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