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Does cointegration matter in the empirical analysis of the CAPM?
Ronning, Gerd - In: Econometric analysis of financial markets, (pp. 65-77). 1994
Persistent link: https://www.econbiz.de/10001284436
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Zur Testbarkeit des "Capital-Asset-Pricing-Models"
Hamerle, Alfred - In: Grundlagen der Statistik und ihre Anwendungen : …, (pp. 256-273). 1995
Persistent link: https://www.econbiz.de/10001289980
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Recent developments in modelling abnormal stock returns : a review essay
Floropoulos, Iordanis N. - In: New operational approaches for financial modelling, (pp. 83-99). 1997
Persistent link: https://www.econbiz.de/10001299231
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Estimation of continuous-time models in finance
Melino, Angelo - 1994
Persistent link: https://www.econbiz.de/10001327442
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Econometric analysis of representative agent intertemporal asset pricing models
Singleton, Kenneth J. - 1994
Persistent link: https://www.econbiz.de/10001327443
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Econometric models of option pricing errors
Renault, Eric - 1997
Persistent link: https://www.econbiz.de/10001328730
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Semiparametric methods for asset pricing models
Lehmann, Bruce Neal - 1996
Persistent link: https://www.econbiz.de/10001320269
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Factor-GARCH models for German stocks : a model comparison
Kaiser, Thomas - In: Selected papers of the Symposium on Operations Research …, (pp. 331-336). 1997
Persistent link: https://www.econbiz.de/10001320988
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Econometric issues related to errors in variables in financial models
Maddala, Gangadharrao S. - In: Econometrics and economic theory in the 20th century : …, (pp. 414-432). 1998
Persistent link: https://www.econbiz.de/10001548940
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Impact of outlier returns on the CAPM model : an investigation using the Huber's M Robust estimation method
Theodossiou, Alexandra; Theodossiou, Panayiotis - In: Computational techniques in economics and finance, (pp. 77-88). 2011
Persistent link: https://www.econbiz.de/10009579659