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Multivariate regression tests of the arbitrage pricing theory : the instrumental-variables approach
Wei, K. C. John - In: Review of quantitative finance and accounting 1 (1991) 2, pp. 191-208
Persistent link: https://www.econbiz.de/10001107378
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Confidence regions for the mean-variance efficient set : an alternative approach to estimation risk
Jobson, J. D. - In: Review of quantitative finance and accounting 1 (1991) 3, pp. 235-257
Persistent link: https://www.econbiz.de/10001109916
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Tests of the CAPM with time-varying covariances : a multivariate GARCH approach
Ng, Lilian K. - In: The journal of finance : the journal of the American … 46 (1991) 4, pp. 1507-1521
Persistent link: https://www.econbiz.de/10001112556
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L'effet d'intervalle sur les bêtas des titres individuels du marché Suisse
Benetti, Jean - In: Swiss journal of economics and statistics 127 (1991) 3, pp. 475-490
Persistent link: https://www.econbiz.de/10001114665
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Transformed securities and alternative factor structures
Huang, Roger D. - In: The journal of finance : the journal of the American … 47 (1992) 1, pp. 397-405
Persistent link: https://www.econbiz.de/10001124485
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Performance-Messung schweizerischer Aktienfonds : Markt-Timing und Selektivität
Zimmermann, Heinz - In: Swiss journal of economics and statistics 128 (1992) 2, pp. 133-160
Persistent link: https://www.econbiz.de/10001125492
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Estimating the volatility of S&P 500 futures prices using the extreme-value method
Wiggins, James B. - In: The journal of futures markets 12 (1992) 3, pp. 265-273
Persistent link: https://www.econbiz.de/10001125677
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The theoretical source of autocorrelation in forward and futures price relationships
Polakoff, Michael A. - In: The journal of futures markets 12 (1992) 4, pp. 459-473
Persistent link: https://www.econbiz.de/10001128523
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Consistency of a method of moments estimator based on numerical solutions to asset pricing models
Burnside, Craig - In: Econometric theory 9 (1993) 4, pp. 602-632
Persistent link: https://www.econbiz.de/10001156713
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Testing the Heath-Jarrow-Morton - Ho-Lee model of interest rate contingent claims pricing
Flesaker, Bjorn - In: Journal of financial and quantitative analysis : JFQA 28 (1993) 4, pp. 483-495
Persistent link: https://www.econbiz.de/10001160498