//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Constrained polynomial likelih...
Similar by person
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Risikoprämie
44
Risk premium
44
Theorie
41
Theory
41
Capital income
31
Kapitaleinkommen
31
Yield curve
29
Zinsstruktur
29
Risiko
27
Risk
27
Option pricing theory
24
Optionspreistheorie
24
CAPM
23
Estimation
19
Forecasting model
18
Prognoseverfahren
18
Schätzung
18
Volatility
18
Volatilität
18
Börsenkurs
13
Estimation theory
13
Portfolio selection
13
Portfolio-Management
13
Schätztheorie
13
Share price
13
Brasilien
12
Brazil
12
Nichtparametrisches Verfahren
12
Nonparametric statistics
12
Risikomaß
11
Risk measure
11
Hedge fund
8
Hedgefonds
8
Capital market returns
7
Kapitalmarktrendite
7
Stochastic process
7
Stochastischer Prozess
7
Time series analysis
7
Zeitreihenanalyse
7
Index futures
6
more ...
less ...
Online availability
All
Free
93
Undetermined
44
Type of publication
All
Article
104
Book / Working Paper
98
Type of publication (narrower categories)
All
Article in journal
62
Aufsatz in Zeitschrift
62
Graue Literatur
27
Non-commercial literature
27
Working Paper
27
Arbeitspapier
26
Hochschulschrift
5
Aufsatz im Buch
1
Book section
1
Case study
1
Dissertation u.a. Prüfungsschriften
1
Fallstudie
1
Thesis
1
more ...
less ...
Language
All
English
134
Undetermined
53
German
9
Portuguese
6
Author
All
Almeida, Caio
107
Schneider, Paul
82
Vicente, José
24
Garcia, René
23
Ardison, Kym
19
Vicente, Jose
13
Wagner, Christian
13
Sarno, Lucio
10
Sögner, Leopold
9
Trojani, Fabio
9
Freire, Gustavo
8
Frühwirth, Manfred
8
Gomes, Romeu
8
Leite, André
7
Simonsen, Axel
6
Graveline, Jeremy J.
5
Joslin, Scott
5
Mayerhofer, Eberhard
5
Vicente, José Valentim M.
5
Vicente, José Valentim Machado
5
Almeida, Caio Ibsen Rodrigues de
4
Faria, Adriano
4
Filipović, Damir
4
Kozhan, Roman
4
Kubudi, Daniela
4
Mijatovic, Aleksandar
4
Neuberger, Anthony
4
Schwaiger, Markus S.
4
Vicente, José Roberto
4
Camponovo, Lorenzo
3
Duarte Júnior, Antonio Marcos
3
Gaunt, Clive
3
Scaillet, Olivier
3
Veza, Tanja
3
Zechner, Josef
3
Akat, Muzaffer
2
Almeida, Caio Ibsen R.
2
Azevedo, Rafael
2
Bali, Turan G.
2
Bognar, Matthew
2
more ...
less ...
Institution
All
Central Bank of Brazil, Research Department
8
arXiv.org
2
C.E.P.R. Discussion Papers
1
Deutschland / Streitkräfte / Führungsstab
1
EconWPA
1
FGV/EPGE Escola Brasileira de Economia e Finanças, Fundação Getulio Vargas (FGV)
1
Financial Econometrics Research Centre, Warwick Business School
1
IBMEC Business School - Rio de Janeiro
1
Rimini Centre for Economic Analysis (RCEA)
1
Sozialwissenschaftliches Institut der Bundeswehr
1
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
1
epubli GmbH
1
more ...
less ...
Published in...
All
Research paper series / Swiss Finance Institute
12
Brazilian review of econometrics : BRE ; the review of the Brazilian Econometric Society
11
Journal of banking & finance
9
Journal of financial econometrics : official journal of the Society for Financial Econometrics
9
Série de trabalhos para discussão
8
Working Papers Series / Central Bank of Brazil, Research Department
8
Journal of econometrics
7
Swiss Finance Institute Research Paper
7
Brazilian review of econometrics : the review of the Brazilian Econometric Society
6
Journal of financial economics
5
International journal of theoretical and applied finance
4
Revista Brasileira de Finanças : RBFin
4
The journal of fixed income
4
Berichte / Sozialwissenschaftliches Institut der Bundeswehr
3
Journal of Banking & Finance
3
Journal of Econometrics
3
Accounting and finance : journal of the Accounting Association of Australia and New Zealand
2
European financial management : the journal of the European Financial Management Association
2
International Journal of Theoretical and Applied Finance (IJTAF)
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of financial and quantitative analysis : JFQA
2
Management science : journal of the Institute for Operations Research and the Management Sciences
2
Multinational finance journal : MF ; quarterly publication of the Multinational Finance Society
2
Papers / arXiv.org
2
Quantitative Finance
2
Revista Brasileira de Economia
2
The Journal of Finance
2
(Sozialwissenschaftliches Institut der Bundeswehr. Berichte
1
AFA 2009 San Francisco Meetings Paper
1
Accounting and Finance
1
CEPR Discussion Papers
1
CFS Working Paper
1
CFS Working Paper Series
1
CFS working paper series
1
Discussion paper / Centre for Economic Policy Research
1
EFA 2006 Zurich Meetings
1
EFA 2009 Bergen Meetings Paper
1
Economics Working Papers (Ensaios Economicos da EPGE)
1
Ensaios econômicos
1
Estudos econômicos : publicação trimestral do Departamento de Economia da Faculdade de Economia, Administração e Contabilidade da Universidade de São Paulo
1
more ...
less ...
Source
All
ECONIS (ZBW)
140
RePEc
37
OLC EcoSci
19
USB Cologne (EcoSocSci)
2
Other ZBW resources
2
BASE
1
EconStor
1
more ...
less ...
Showing
41
-
50
of
202
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
41
Comment on: nonparametric tail risk, stock returns, and the macroeconomy
Dobrev, Dobrislav
;
Schaumburg, Ernst
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
3
,
pp. 388-409
Persistent link: https://www.econbiz.de/10011987513
Saved in:
42
Comment on: nonparametric tail risk, stock returns, and the macroeconomy
Bali, Turan G.
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
3
,
pp. 413-417
Persistent link: https://www.econbiz.de/10011987520
Saved in:
43
Comment on: nonparametric tail risk, stock returns, and the macroeconomy
Jacobs, Kris
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
3
,
pp. 410-412
Persistent link: https://www.econbiz.de/10011987533
Saved in:
44
Rejoinder on: nonparametric tail risk, stock returns, and the macroeconomy
Almeida, Caio
;
Ardison, Kym
;
Garcia, René
;
Vicente, Jose
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
3
,
pp. 418-426
Persistent link: https://www.econbiz.de/10011987534
Saved in:
45
Forecasting bond yields with segmented term structure models
Almeida, Caio
;
Ardison, Kym
;
Kubudi, Daniela
;
Simonsen, Axel
- In:
Journal of financial econometrics : official journal of …
16
(
2018
)
1
,
pp. 1-33
Persistent link: https://www.econbiz.de/10011987669
Saved in:
46
An SDF approach to hedge funds' tail risk : evidence from Brazilian funds
Leal, Laura Simonsen
;
Almeida, Caio
- In:
Brazilian review of econometrics : BRE ; the review of …
37
(
2017
)
1
,
pp. 61-88
Persistent link: https://www.econbiz.de/10011860505
Saved in:
47
Long-term yields implied by stochastic discount factor decompositions
Cordeiro, Fernando
;
Almeida, Caio
- In:
Brazilian review of econometrics : BRE ; the review of …
39
(
2019
)
1
,
pp. 113-144
Persistent link: https://www.econbiz.de/10012210606
Saved in:
48
Measuring long run risks for Brazil
Brandão, Diego
;
Almeida, Caio
- In:
Brazilian review of econometrics : BRE ; the review of …
39
(
2019
)
1
,
pp. 145-183
Persistent link: https://www.econbiz.de/10012210621
Saved in:
49
Nonparametric assessment of hedge fund performance
Almeida, Caio
;
Ardison, Kym
;
Garcia, René
-
2019
Persistent link: https://www.econbiz.de/10012181908
Saved in:
50
Risk aversion or model uncertainty? : an empirical cross-sectional analysis across countries
Engel, Pedro
;
Almeida, Caio
;
Valente, João Paulo
- In:
Brazilian review of econometrics : BRE ; the review of …
38
(
2018
)
2
,
pp. 321-355
Persistent link: https://www.econbiz.de/10012129516
Saved in:
First
Prev
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->