Narrow search
Showing 151 - 160 of 54,896
Cover Image
Nonparametric estimation of state-price densities implicit in financial asset prices
Aït-Sahalia, Yacine; Lo, Andrew W. - 1995
Persistent link: https://www.econbiz.de/10000935916
Cover Image
An empirical test of arbitrage equilibrium with skewed asset returns : Australian evidence
Faff, Robert W. - In: Asia Pacific journal of management : APJM ; a … 10 (1993) 2, pp. 195-211
Persistent link: https://www.econbiz.de/10001154726
Cover Image
Accounting for forward rates in markets for foreign currency
Backus, David - In: The journal of finance : the journal of the American … 48 (1993) 5, pp. 1887-1908
Persistent link: https://www.econbiz.de/10001155919
Cover Image
An evaluation of alternative methods of estimating the beta coefficient in the market model
Affleck-Graves, J. F.; Money, A. H.; Carter, K. - In: Tydskrif vir studies in ekonomie en ekonometrie : SEE (1982), pp. 53-70
Persistent link: https://www.econbiz.de/10001801430
Cover Image
Iterative and recursive estimation in structural nonadaptive models
Pastorello, Sergio; Patilea, Valentin; Renault, Eric - In: Journal of business & economic statistics : JBES ; a … 21 (2003) 4, pp. 449-482
Persistent link: https://www.econbiz.de/10001807000
Cover Image
Asset pricing : modeling and estimation ; with 30 tables
Kellerhals, Boris-Philipp - 2004 - 2. ed.
Persistent link: https://www.econbiz.de/10001857154
Cover Image
Econometrics of testing for jumps in financial economics using bipower variation
Barndorff-Nielsen, Ole E. (contributor);  … - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001834989
Cover Image
Econometrics of testing for jumps in financial economics using bipower variation
Barndorff-Nielsen, Ole E. (contributor);  … - 2003 - [Elektronische Resource]
Persistent link: https://www.econbiz.de/10001838599
Cover Image
Mutual fund performance and seemingly unrelated assets
Pástor, Ľuboš (contributor);  … - 2001 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002011410
Cover Image
Conditioning information and variance bounds on pricing kernels
Bekaert, Geert; Lui, Jun - In: The review of financial studies 17 (2004) 2, pp. 339-378
Persistent link: https://www.econbiz.de/10002026857