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Stock return outliers and beta...
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Perspektiven für die Agrar- und Ernährungswirtschaft nach der Liberalisierung : 55. Jahrestagung der Gesellschaft für Wirtschafts- und Sozialwissenschaften des Landbaues e. V. vom 23. bis 25. September 2015
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1
Estimation
error in mean returns and the mean-variance efficient frontier
Simaan, Majeed
;
Simaan, Yusif E.
;
Tang, Yi
- In:
International review of economics & finance : IREF
56
(
2018
),
pp. 109-124
Persistent link: https://www.econbiz.de/10012033674
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2
The relationships between beta coefficients in the classical and downside framework : evidence from Warsaw Stock Exchange
Markowski, Lesław
- In:
Contemporary Trends and Challenges in Finance : …
,
(pp. 45-53)
.
2018
Persistent link: https://www.econbiz.de/10013369300
Saved in:
3
REITs, growth options and beta
Tırtıroğlu, Doğan
;
Nguyen, Thu Ha
;
Tırtıroğlu, Ercan
- In:
The journal of real estate finance and economics
55
(
2017
)
3
,
pp. 370-394
Persistent link: https://www.econbiz.de/10011800655
Saved in:
4
Two-stage least squares random forests with a replication of angrist and evans (1998)
Biewen, Martin
;
Kugler, Philipp
-
2020
We develop the case of two-stage least squares
estimation
(2SLS) in the general framework of Athey et al. (Generalized …
Persistent link: https://www.econbiz.de/10012424219
Saved in:
5
Least squares and IVX limit theory in systems of predictive regressions with GARCH innovations
Magdalinos, Tassos
- In:
Econometric theory
38
(
2022
)
5
,
pp. 875-912
Persistent link: https://www.econbiz.de/10013469682
Saved in:
6
Evolution of the marriage earnings gap for women
Juhn, Chinhui
;
McCue, Kristin
- In:
The American economic review
106
(
2016
)
5
,
pp. 252-256
Persistent link: https://www.econbiz.de/10011699842
Saved in:
7
Linear regression model for stock price of Pfizer
Yu, Minhui
- In:
Proceedings of the 5th International Conference on …
,
(pp. 521-525)
.
2022
Persistent link: https://www.econbiz.de/10013352821
Saved in:
8
Monetary policy surprises, credit costs, and economic activity
Gertler, Mark
;
Karadi, Peter
- In:
American economic journal : a journal of the American …
7
(
2015
)
1
,
pp. 44-76
Persistent link: https://www.econbiz.de/10010517118
Saved in:
9
Alternative user costs, productivity and inequality in US business sectors
Diewert, Walter E.
;
Fox, Kevin J.
- In:
Productivity and Inequality
,
(pp. 21-69)
.
2018
Persistent link: https://www.econbiz.de/10013357101
Saved in:
10
Three non-Gaussian models of dependence in returns
Madan, Dilip B.
- In:
Advanced modelling in mathematical finance : in honour …
,
(pp. 107-130)
.
2016
Persistent link: https://www.econbiz.de/10011800343
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