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Measuring risks of deposit institutions
Song, Frank M. - 1994
Persistent link: https://www.econbiz.de/10000887849
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Bayesian evaluation of preference specifications
Gordon, Stephen F.; Samson, Lucie; Carmichael, Benoît - 1994
Persistent link: https://www.econbiz.de/10000889747
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Modeling volatility persistence of speculative returns : a new approach
Ding, Zhuanxin; Granger, C. W. J. - 1994
Persistent link: https://www.econbiz.de/10000892121
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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
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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
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A new approach to generalized method of moments estimation
Imbens, Guido - 1993
Persistent link: https://www.econbiz.de/10000859529
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Two alternative models for estimating and testing the arbitrage pricing theory
Lindén, Mikael; Suonperä, Antti - 1993
Persistent link: https://www.econbiz.de/10000860418
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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
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Performance-Messung schweizerischer Aktienfonds : Markt-Timing und Selektivität
Zimmermann, Heinz; Zogg-Wetter, Claudia - 1992
Persistent link: https://www.econbiz.de/10000837603
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Multivariate tests of a continuous time equilibrium arbitrage pricing theory with conditional heteroskedasticity and jumps
Ho, Mun S.; Perraudin, William R. M.; Sørensen, Bent E. - 1992
Persistent link: https://www.econbiz.de/10000838347