Narrow search
Showing 101 - 110 of 60,279
Cover Image
Forecasting stock betas : evidence for the London Stock Exchange
Diacogiannis, George P. - In: Spudai / University of Piraeus : journal of economics … 39 (1989) 1, pp. 92-108
Persistent link: https://www.econbiz.de/10001110143
Cover Image
The impact of infrequent trading on betas based on daily, weekly and monthly return intervals : empirical evidence with Finnish data
Martikainen, Teppo - In: Finnish economic papers 4 (1991) 1, pp. 52-63
Persistent link: https://www.econbiz.de/10001111102
Cover Image
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
Cover Image
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
Cover Image
Tests of international CAPM with time-varying covariances
Engel, Charles - In: Journal of applied econometrics 4 (1989) 2, pp. 119-138
Persistent link: https://www.econbiz.de/10001066017
Cover Image
Seminonparametric estimation of conditionally constrained heterogeneous processes : asset pricing applications
Gallant, A. Ronald - In: Econometrica : journal of the Econometric Society, an … 57 (1989) 5, pp. 1091-1120
Persistent link: https://www.econbiz.de/10001076166
Cover Image
Arbitrage pricing theory as a restricted nonlinear multivariate regression model : iterated nonlinear seemingly unrelated regression estimates
McElroy, Marjorie - In: Journal of business & economic statistics : JBES ; a … 6 (1988) 1, pp. 29-42
Persistent link: https://www.econbiz.de/10001044795
Cover Image
Corrections for trading frictions in multivariate returns
Korkie, Robert M. - In: The journal of finance : the journal of the American … 44 (1989) 5, pp. 1421-1434
Persistent link: https://www.econbiz.de/10001080349
Cover Image
Implied parameter estimation in contingent claim models
Kalaba, Robert E. (contributor) - In: Advances in futures and options research : a research annual 2 (1987), pp. 65-95
Persistent link: https://www.econbiz.de/10001081786
Cover Image
Heterogeneous beliefs, wealth accumulation, and asset price dynamics
Cabrales, Antonio - In: Journal of economic dynamics & control 20 (1996) 6, pp. 1073-1100
Persistent link: https://www.econbiz.de/10001200765