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Estimation
CAPM
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Zaremba, Adam
46
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17
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16
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16
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16
Jagannathan, Ravi
16
Cakici, Nusret
15
Takala, Kari
15
Ghysels, Eric
14
Guo, Hui
13
Ilmakunnas, Pekka
13
Kangasharju, Aki
13
Nitschka, Thomas
13
Hansen, Lars Peter
12
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12
Prokopczuk, Marcel
12
Virén, Matti E. E.
12
Vuolteenaho, Tuomo
12
Böckerman, Petri
11
Campbell, John Y.
11
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Pehkonen, Jaakko
11
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11
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11
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10
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10
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Polk, Christopher
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Richardson, Matthew
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Ang, Andrew
9
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9
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9
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9
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Federal Reserve Bank of St. Louis
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
2
The Wharton Financial Institutions Center
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University of Chicago / Center for Research in Security Prices
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University of Hong Kong / School of Economics and Finance
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Zentrum für Europäische Wirtschaftsforschung
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Birkbeck College / Department of Economics
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Bonn Graduate School of Economics
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Centre for Analytical Finance <Århus>
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Springer Fachmedien Wiesbaden
1
Swedish Institute for Social Research, Stockholm University
1
Technische Universität Braunschweig
1
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
1
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Journal of financial economics
82
Journal of banking & finance
57
Journal of empirical finance
55
International review of financial analysis
54
Working paper / National Bureau of Economic Research, Inc.
52
Finance research letters
51
Bank of Finland research discussion papers
47
NBER working paper series
47
Applied economics
41
Applied financial economics
40
International review of economics & finance : IREF
39
The journal of finance : the journal of the American Finance Association
36
NBER Working Paper
34
Journal of international financial markets, institutions & money
33
Pacific-Basin finance journal
32
The European journal of finance
29
The North American journal of economics and finance : a journal of financial economics studies
29
The journal of futures markets
29
Working paper
29
Economic modelling
28
Journal of international money and finance
27
Journal of financial and quantitative analysis : JFQA
26
Management science : journal of the Institute for Operations Research and the Management Sciences
26
Journal of econometrics
24
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
23
Research paper series / Swiss Finance Institute
23
Research in international business and finance
22
Keskusteluaiheita / Elinkeinoelämän Tutkimuslaitos
21
CESifo working papers
20
The review of financial studies
20
Applied economics letters
19
Discussion paper / Centre for Economic Policy Research
19
Review of quantitative finance and accounting
19
Discussion paper series / IZA
18
Journal of risk and financial management : JRFM
17
Energy economics
16
Meddelanden från Svenska Handelshögskolan
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Discussion papers / CEPR
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International journal of finance & economics : IJFE
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Journal of financial markets
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ECONIS (ZBW)
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1
Pricing of futures contracts on coupon bonds : empirical evidence from
Finland
Käppi, Jari
- In:
European financial management : the journal of the …
3
(
1997
)
3
,
pp. 321-332
Persistent link: https://www.econbiz.de/10001541515
Saved in:
2
Is lead-lag stronger under bad news? : Evidence from a complementary test
Jokivuolle, Esa
;
Lanne, Markku
-
1997
Persistent link: https://www.econbiz.de/10000963925
Saved in:
3
Bond futures arbitrage and the determinants of bond futures basis in
Finland
Suhonen, Antti
-
1997
Persistent link: https://www.econbiz.de/10000971717
Saved in:
4
Pricing of futures contracts on coupon bonds : empirical evidence from
Finland
Käppi, Jari
- In:
The term structure of interest rates and fixed income …
,
(pp. 62-76)
.
1998
Persistent link: https://www.econbiz.de/10001324832
Saved in:
5
Multivariate EGARCHX-modelling of the international asset return signal response mechanism
Östermark, Ralf
- In:
International journal of finance & economics : IJFE
2
(
1997
)
3
,
pp. 249-262
Persistent link: https://www.econbiz.de/10001227630
Saved in:
6
Bond futures arbitrage and the determinants of bond futures basis in
Finland
Suhonen, Antti
- In:
Three essays on the Finnish fixed income markets
,
(pp. 63-95)
.
1999
Persistent link: https://www.econbiz.de/10001671883
Saved in:
7
Derivative
pricing with wishart multivariate stochastic volatility
Gouriéroux, Christian
;
Sufana, Razvan
- In:
Journal of business & economic statistics : JBES ; a …
28
(
2010
)
3
,
pp. 438-451
Persistent link: https://www.econbiz.de/10008736163
Saved in:
8
Pricing credit derivatives
Ehlers, Philippe Serge
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003684749
Saved in:
9
Estimating probability distributions of future asset prices : empirical transformations from option-implied risk-neutral to real-world density functions
Vincent-Humphreys, Rupert de
;
Noss, Joseph
-
2012
Persistent link: https://www.econbiz.de/10009559811
Saved in:
10
Arbitrage violations and implied valuations : the option market
Ioffe, Ioulia D.
;
Prisman, Eliezer Zeev
- In:
The European journal of finance
19
(
2013
)
3/4
,
pp. 298-317
Persistent link: https://www.econbiz.de/10010243641
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