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~type_genre:"Aufsatz in Zeitschrift"
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Efficient estimation of linear...
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Schätztheorie
15,756
Estimation theory
15,755
CAPM
9,072
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9,041
Theory
9,041
Estimation
4,104
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4,072
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3,251
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3,251
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2,590
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1,914
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1,678
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1,611
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1,505
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1,395
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1,386
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1,110
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827
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827
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812
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798
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798
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785
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785
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7,744
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1,712
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24,438
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110
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Aufsatz in Zeitschrift
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24,548
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12,348
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11,831
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11,831
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11,676
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1,668
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Phillips, Peter C. B.
93
Linton, Oliver
68
Zaremba, Adam
66
Lee, Lung-fei
65
Baltagi, Badi H.
63
Li, Qi
60
Andrews, Donald W. K.
50
Tsionas, Efthymios G.
50
Newey, Whitney K.
49
Su, Liangjun
46
Ullah, Aman
46
Gouriéroux, Christian
41
Kumbhakar, Subal
40
McAleer, Michael
39
Pesaran, M. Hashem
39
Robinson, Peter M.
39
Faff, Robert W.
38
Gao, Jiti
38
Ohtani, Kazuhiro
38
Wooldridge, Jeffrey M.
38
Simar, Léopold
36
Bai, Jushan
35
Chen, Songnian
35
Jarrow, Robert A.
35
Perron, Pierre
35
Bera, Anil K.
34
Parmeter, Christopher F.
34
White, Halbert
34
Fabozzi, Frank J.
33
Hahn, Jinyong
33
Horowitz, Joel
33
Madan, Dilip B.
33
Satchell, Stephen
33
Hsiao, Cheng
32
Lütkepohl, Helmut
32
Cakici, Nusret
31
Krämer, Walter
31
Cai, Zongwu
30
Chen, Xiaohong
30
Dufour, Jean-Marie
30
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American Finance Association
1
Conference on Economic Applications of Quantile Regressions <2000, Konstanz>
1
Economic Policy Conference <31, 2006, Saint Louis, Mo.>
1
Federal Reserve Bank of St. Louis
1
Granger Centre for Time Series Econometrics
1
HFDF <1, 1995, Zürich>
1
Institut der Wirtschaftsprüfer in Deutschland / Arbeitsgruppe "Ermittlung des Basiszinssatzes in der Unternehmensbewertung"
1
International Conference on Futures and Other Derivative Markets <1, 2012, Peking>
1
International Conference on Futures and Other Derivatives <7., 2018, Schanghai>
1
International Conference on Futures and Other Derivatives Markets <5., 2016, Shenzhen>
1
International Symposium on Econometrics of Specification Test in 30 Years <2010, Xiamen>
1
Nordic Symposium on Contingent Claims Analysis in Finance <1992, Naantali>
1
Research Workshop on State of the Art and Future Research in Efficiency Analysis <2001, Odense>
1
Royal Economic Society / Annual Conference <2016, Brighton>
1
Royal Statistical Society
1
Schmalenbach-Gesellschaft - Deutsche Gesellschaft für Betriebswirtschaft / Arbeitskreis Finanzierung
1
Università cattolica del Sacro Cuore
1
Universität Konstanz
1
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Journal of econometrics
1,658
Economics letters
1,062
Econometric theory
731
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
643
Econometric reviews
457
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
351
Journal of banking & finance
346
Journal of financial economics
335
Journal of the American Statistical Association : JASA
326
The econometrics journal
272
Applied economics
261
Journal of economic dynamics & control
260
The journal of finance : the journal of the American Finance Association
258
Finance research letters
250
Applied economics letters
248
The review of financial studies
243
Journal of empirical finance
232
Journal of applied econometrics
230
Economic modelling
225
European journal of operational research : EJOR
220
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
197
Oxford bulletin of economics and statistics
190
Journal of quantitative economics : official journal of the Indian Econometric Society
171
Management science : journal of the Institute for Operations Research and the Management Sciences
162
The review of economics and statistics
159
Econometrics : open access journal
158
International journal of forecasting
156
International review of financial analysis
150
Journal of financial and quantitative analysis : JFQA
150
Quantitative economics : QE ; journal of the Econometric Society
147
Computational economics
141
Insurance / Mathematics & economics
141
Journal of forecasting
132
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
123
International journal of theoretical and applied finance
118
Journal of international money and finance
115
International review of economics & finance : IREF
112
Pacific-Basin finance journal
111
The European journal of finance
111
The journal of futures markets
109
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ECONIS (ZBW)
24,548
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1
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10
of
24,548
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1
Erreurs sur les variables et modèles d'évaluation des actifs financiers canadiens
Carmichael, Benoît
;
Coën, Alain
;
L'Her, Jean-François
- In:
Finance : revue de l'Association Française de Finance
29
(
2008
)
1
,
pp. 7-29
Persistent link: https://www.econbiz.de/10003730237
Saved in:
2
Thin-trading effects in beta: bias v. estimation error
Sercu, Piet
;
Vandebroek, Martina
;
Vinaimont, Tom
- In:
Journal of business finance & accounting : JBFA
35
(
2008
)
9/10
,
pp. 1196-1219
Persistent link: https://www.econbiz.de/10003786714
Saved in:
3
Estimates of foreign exchange risk premia : a pricing kernel approach
Cappiello, Lorenzo
;
Panigirtzoglou, Nikolaos
- In:
Empirical economics : a journal of the Institute for …
35
(
2008
)
3
,
pp. 475-495
Persistent link: https://www.econbiz.de/10003776715
Saved in:
4
Two unconditionally implied parameters and volatilty smiles and skews
Dokučaev, Nikolaj G.
- In:
Applied financial economics letters
2
(
2006
)
3
,
pp. 199-204
Persistent link: https://www.econbiz.de/10003326280
Saved in:
5
Econometrics of testing for jumps in financial economics using bipower variation
Barndorff-Nielsen, Ole E.
;
Shephard, Neil G.
- In:
Journal of financial econometrics : official journal of …
4
(
2006
)
1
,
pp. 1-30
Persistent link: https://www.econbiz.de/10003313338
Saved in:
6
Can an "estimation factor" help explain cross-sectional returns?
Lundtofte, Frederik
- In:
Journal of business finance & accounting : JBFA
36
(
2009
)
5/6
,
pp. 705-724
Persistent link: https://www.econbiz.de/10003881152
Saved in:
7
Higher order asymptotic bond price valuation for interest rates with non-Gaussian dependent innovations
Honda, Tetsuhiro
;
Tamaki, Kenichiro
;
Shiohama, Takayuki
- In:
Finance research letters
7
(
2010
)
1
,
pp. 60-69
Persistent link: https://www.econbiz.de/10003972397
Saved in:
8
A skeptical appraisal of asset pricing tests
Lewellen, Jonathan
;
Nagel, Stefan
;
Shanken, Jay
- In:
Journal of financial economics
96
(
2010
)
2
,
pp. 175-194
Persistent link: https://www.econbiz.de/10003979139
Saved in:
9
Liquidity biases in asset pricing tests
Asparouhova, Elena
;
Bessembinder, Hendrik
;
Kalcheva, Ivalina
- In:
Journal of financial economics
96
(
2010
)
2
,
pp. 215-237
Persistent link: https://www.econbiz.de/10003979145
Saved in:
10
A damped diffusion framework for financial modeling and closed-form maximum likelihood estimation
Li, Minqiang
- In:
Journal of economic dynamics & control
34
(
2010
)
2
,
pp. 132-157
Persistent link: https://www.econbiz.de/10003947634
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