Narrow search
Showing 1 - 10 of 14,496
Cover Image
A varying parameters approach to constructing house price indexes
Knight, John Ross - In: Real estate economics : journal of the American Real … 23 (1995) 2, pp. 187-205
Persistent link: https://www.econbiz.de/10001188557
Cover Image
Measuring risks of deposit institutions
Song, Frank M. - 1994
Persistent link: https://www.econbiz.de/10000887849
Cover Image
Recent estimates of time-variation in the conditional variance and in the exchange risk premium
Frankel, Jeffrey A. - 1987
Persistent link: https://www.econbiz.de/10000730437
Cover Image
Specification analysis of affine term structure models
Dai, Qiang; Singleton, Kenneth J. - 1997
Persistent link: https://www.econbiz.de/10000637523
Cover Image
Bayesian analysis of stochastic volatility models with levy jumps : application to risk analysis
Szerszen, Pawel J. - 2009
Persistent link: https://www.econbiz.de/10003932677
Cover Image
Testing mean-variance efficiency in CAPM with possibly non-gaussian errors : an exact simulation-based approach
Beaulieu, Marie-Claude; Dufour, Jean-Marie; Khalaf, Lynda - 2003
of Capital Asset Pricing Model (CAPM), allowing for a wide class of error distributions which include normality as a … is too restrictive when testing the CAPM. We also propose exact multivariate diagnostic checks (including tests for …In diesem Papier schlagen wir exakte likelihood-basierte Tests auf Mittelwert-Varianz- Effizienz im Rahmen des CAPM vor …
Persistent link: https://www.econbiz.de/10011431982
Cover Image
Consumption based capital asset pricing and the Austrian Stock Exchange
Böheim, René; Boss, Michael - 1996
Using data from the Vienna Stock Exchange we investigate three different types of consumption based capital asset pricing models: the well known two state model of Mehra and Prescott, the model of Rietz, which includes also a crash state, and an own four state model. The aim of this Vienna Stock...
Persistent link: https://www.econbiz.de/10009697460
Cover Image
Stima bayesiana dei coefficienti Beta : un'applicazione al mercato italiano
Cervesato, Edoardo - In: Giornale degli economisti e annali di economia 54 (1996) 10, pp. 533-554
Persistent link: https://www.econbiz.de/10001208508
Cover Image
Mutual fund performance and seemingly unrelated assets
Pástor, Ľuboš; Stambaugh, Robert F. - In: Journal of financial economics 63 (2002) 3, pp. 315-349
Persistent link: https://www.econbiz.de/10001661695