Narrow search
Showing 21 - 30 of 665,113
Cover Image
Complex times : asset pricing and conditional moments under non-affine diffusions
Kimmel, Robert (contributor) - 2007
Persistent link: https://www.econbiz.de/10003477020
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
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
Cover Image
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
Cover Image
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
Cover Image
A note on the coefficient of determination in models with infinite variance variables
Kurz-Kim, Jeong-Ryeol; Loretan, Mico - 2007
Persistent link: https://www.econbiz.de/10003997434
Cover Image
Three essays on financial econometrics
Yu, Jialin - 2005
Persistent link: https://www.econbiz.de/10003555366
Cover Image
Impact of outlier returns on the CAPM model : an investigation using the Huber's M Robust estimation method
Theodossiou, Alexandra; Theodossiou, Panayiotis - In: Computational techniques in economics and finance, (pp. 77-88). 2011
Persistent link: https://www.econbiz.de/10009579659
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