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11
Multivariate tests of a continuous time equilibrium arbitrage pricing theory with conditional heteroskedasticity and jumps
Ho, Mun S.
;
Perraudin, William R. M.
;
Sørensen, Bent E.
-
1992
Persistent link: https://www.econbiz.de/10000838347
Saved in:
12
Untersuchungen zur dynamischen Struktur des Wiener Aktienmarkts
Rünstler, Gerhard
-
1992
Persistent link: https://www.econbiz.de/10000838938
Saved in:
13
Schätzung von variierenden Beta-Koeffizienten mit dem Kalman-Filter
Boos, Anna Carri
-
1988
Persistent link: https://www.econbiz.de/10000746710
Saved in:
14
Recent estimates of time-variation in the conditional variance and in the exchange risk premium
Frankel, Jeffrey A.
-
1987
Persistent link: https://www.econbiz.de/10000730437
Saved in:
15
Time-series tests of a non-expected-utility model of asset pricing
Giovannini, Alberto
;
Jorian, Philippe
-
1989
Persistent link: https://www.econbiz.de/10000781817
Saved in:
16
Martingale densities for general asset prices
Schweizer, Martin
-
1991
Persistent link: https://www.econbiz.de/10000825147
Saved in:
17
A multivariate GARCH in mean estimation of the capital asset pricing model
Hall, Stephen G.
;
Miles, David
;
Taylor, Mark P.
-
1988
Persistent link: https://www.econbiz.de/10000756699
Saved in:
18
Seminonparametric estimation of conditionally constrained heterogeneous processes : asset pricing applications
Gallant, A. Ronald
;
Tauchen, George Eugene
-
1988
-
Rev
Persistent link: https://www.econbiz.de/10000766236
Saved in:
19
Conditional heteroskedasticity in asset returns : a new approach
Nelson, Daniel B.
-
1989
-
Rev
Persistent link: https://www.econbiz.de/10000766245
Saved in:
20
A Bayesian approach to testing the arbitrage pricing theory
McCulloch, Robert E.
;
Rossi, Peter E.
-
1989
Persistent link: https://www.econbiz.de/10000766246
Saved in:
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