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Efficient estimation of linear...
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CAPM
Schätztheorie
35,939
Estimation theory
35,312
Theorie
18,938
Theory
18,515
Schätzung
8,351
Estimation
8,252
Zeitreihenanalyse
6,114
Time series analysis
6,038
Kapitaleinkommen
5,815
Capital income
5,803
Börsenkurs
4,487
Share price
4,454
Portfolio-Management
4,435
Portfolio selection
4,408
Regressionsanalyse
4,164
Regression analysis
4,149
Nichtparametrisches Verfahren
3,381
Nonparametric statistics
3,296
Risikoprämie
3,210
USA
3,206
Risk premium
3,195
United States
3,133
Volatilität
3,073
Volatility
3,047
Prognoseverfahren
2,621
Forecasting model
2,589
Risk
2,568
Risiko
2,556
Aktienmarkt
1,958
Stock market
1,912
Panel
1,882
Statistischer Test
1,839
Panel study
1,835
Statistical test
1,801
Statistische Verteilung
1,612
Statistical distribution
1,584
Stochastischer Prozess
1,550
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1,531
Optionspreistheorie
1,387
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24
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Zaremba, Adam
85
Zhang, Lu
80
Campbell, John Y.
71
Fabozzi, Frank J.
65
Hens, Thorsten
64
Ferson, Wayne E.
63
Bekaert, Geert
58
Harvey, Campbell R.
58
Stambaugh, Robert F.
56
Jagannathan, Ravi
53
Cochrane, John H.
52
Jarrow, Robert A.
51
Hansen, Lars Peter
50
Robotti, Cesare
49
Cakici, Nusret
48
Zhou, Guofu
48
Kan, Raymond
46
Lee, Cheng F.
46
Faff, Robert W.
43
He, Xue-zhong
42
Madan, Dilip B.
41
Lo, Andrew W.
40
Guo, Hui
38
Bali, Turan G.
37
Kogan, Leonid
37
Ang, Andrew
35
Chiarella, Carl
35
Duffie, Darrell
35
Fama, Eugene F.
35
Hommes, Cars H.
35
Kelly, Bryan T.
35
Zin, Stanley E.
35
Lettau, Martin
34
Bansal, Ravi
33
Dumas, Bernard
33
Polk, Christopher
33
Longstaff, Francis A.
32
Lustig, Hanno
32
Pedersen, Lasse Heje
32
Korajczyk, Robert A.
31
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National Bureau of Economic Research
402
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
39
EconWPA
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Ekonomiska forskningsinstitutet <Stockholm>
9
Federal Reserve Bank of St. Louis
9
Institute of Finance and Accounting <London>
9
Institut für Volkswirtschaftslehre, Wirtschaftswissenschaftliche Fakutät
8
MASTER CONSULTORES
8
University of Chicago / Center for Research in Security Prices
8
C.E.P.R. Discussion Papers
7
Centre for Analytical Finance <Århus>
7
Chambre de commerce et d'industrie de Paris
7
Erasmus Research Institute of Management
7
Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
6
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
6
Deutsche Forschungsgemeinschaft
6
Rodney L. White Center for Financial Research
6
Ecole des hautes études commerciales <Lausanne> / Département d'économétrie et d'économie politique
5
Scuola superiore Sant'Anna di studi universitari e di perfezionamento / Laboratory of Economics and Management
5
Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
5
Springer Fachmedien Wiesbaden
5
Svenska Handelshögskolan <Helsinki>
5
American Finance Association
4
Centre for Economic Policy Research
4
Escola de Pós-Graduação em Economia <Rio de Janeiro>
4
Federal Reserve System / Board of Governors
4
Federal Reserve System / Division of Research and Statistics
4
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
4
Stanford Institute for Economic Policy Research
4
BANCO DE LA REPÚBLICA
3
Banco de la Republica de Colombia
3
Center for Economic Research <Tilburg>
3
Centre Interuniversitaire de Recherche en Économie Quantitative (CIREQ)
3
Département de Sciences Économiques, Université de Montréal
3
Econometrisch Instituut <Rotterdam>
3
Faculty of Economics, University of Cambridge
3
Federal Reserve Bank of San Francisco
3
HAL
3
Institut ekonomických studií, Univerzita Karlova v Praze
3
Institut for Finansiering <Frederiksberg>
3
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NBER working paper series
390
Working paper / National Bureau of Economic Research, Inc.
328
Journal of financial economics
324
Journal of banking & finance
277
NBER Working Paper
274
The journal of finance : the journal of the American Finance Association
252
The review of financial studies
224
Finance research letters
194
Journal of economic dynamics & control
175
Journal of empirical finance
163
International review of financial analysis
134
Journal of financial and quantitative analysis : JFQA
124
Management science : journal of the Institute for Operations Research and the Management Sciences
118
Economics letters
112
Pacific-Basin finance journal
104
Discussion paper / Centre for Economic Policy Research
97
Research paper series / Swiss Finance Institute
97
Applied economics
96
International review of economics & finance : IREF
95
Mathematical finance : an international journal of mathematics, statistics and financial theory
90
Economic modelling
88
Review of quantitative finance and accounting
87
Journal of international financial markets, institutions & money
84
Journal of international money and finance
84
The European journal of finance
84
The North American journal of economics and finance : a journal of financial economics studies
81
International journal of theoretical and applied finance
80
Journal of econometrics
80
Applied financial economics
77
The journal of futures markets
77
Working paper
77
Journal of monetary economics
75
Finance and stochastics
74
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
68
Journal of economic theory
66
Discussion papers / CEPR
65
Annals of finance
61
The journal of portfolio management : a publication of Institutional Investor
60
Journal of mathematical economics
57
Swiss Finance Institute Research Paper
57
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Source
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ECONIS (ZBW)
18,463
RePEc
395
EconStor
141
BASE
14
OLC EcoSci
10
Other ZBW resources
9
Showing
1
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10
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19,032
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date (oldest first)
1
Measuring risks of deposit institutions
Song, Frank M.
-
1994
Persistent link: https://www.econbiz.de/10000887849
Saved in:
2
Bayesian evaluation of preference specifications
Gordon, Stephen F.
;
Samson, Lucie
;
Carmichael, Benoît
-
1994
Persistent link: https://www.econbiz.de/10000889747
Saved in:
3
Modeling volatility persistence of speculative returns : a new approach
Ding, Zhuanxin
;
Granger, C. W. J.
-
1994
Persistent link: https://www.econbiz.de/10000892121
Saved in:
4
Estimating the risk premium in a multi-sector stochastic endogenous growth model
Jakobsen, Jan Bo
;
Podivinsky, Jan M.
-
1993
Persistent link: https://www.econbiz.de/10000894314
Saved in:
5
Beta variability in the market model : an investigation of 16 of the most actively traded stocks on the Stockholm Stock Exchange
Setterblad, Johan
-
1994
Persistent link: https://www.econbiz.de/10000894638
Saved in:
6
A new approach to generalized method of moments estimation
Imbens, Guido
-
1993
Persistent link: https://www.econbiz.de/10000859529
Saved in:
7
Two alternative models for estimating and testing the arbitrage pricing theory
Lindén, Mikael
;
Suonperä, Antti
-
1993
Persistent link: https://www.econbiz.de/10000860418
Saved in:
8
Heterogeneous beliefs, wealth accumulation, and asset price dynamics
Cabrales, Antonio
;
Hoshi, Takeo
-
1993
Persistent link: https://www.econbiz.de/10000862839
Saved in:
9
Conditional betas and the price of risk in a thin asset market : a sensitivity analysis
Malkamäki, Markku R. J.
-
1992
Persistent link: https://www.econbiz.de/10000835358
Saved in:
10
Performance-Messung schweizerischer Aktienfonds : Markt-Timing und Selektivität
Zimmermann, Heinz
;
Zogg-Wetter, Claudia
-
1992
Persistent link: https://www.econbiz.de/10000837603
Saved in:
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