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isPartOf:"The journal of finance : the journal of the American Finance Association"
subject:"Volatilität"
~subject:"1964-1989"
~subject:"CAPM"
~subject:"USA"
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Search: subject_exact:"Estimation theory"
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Volatilität
1964-1989
CAPM
USA
Estimation theory
31
Schätztheorie
31
Theorie
24
Theory
24
United States
14
Börsenkurs
7
Share price
7
Estimation
6
Schätzung
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Capital income
5
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1963-1990
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1926-1987
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1926-1990
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1954-1992
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1962-1987
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1963-1995
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English
23
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Diebold, Francis X.
2
Kan, Raymond
2
Alizadeh, Sassan
1
Aït-Sahalia, Yacine
1
Backus, David
1
Baillie, Richard
1
Bollerslev, Tim
1
Brandt, Michael W.
1
Braun, Phillip A.
1
Burmeister, Edwin
1
Chan, K. C.
1
Chan, Kalok
1
Ferson, Wayne E.
1
Foster, F. Douglas
1
Gardeazabal, Javier
1
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1
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1
Huang, Roger D.
1
Ilmanen, Antti
1
Jagannathan, Ravi
1
Jo, Hoje
1
Jorion, Philippe
1
Knez, Peter J.
1
Korkie, Robert M.
1
Lo, Andrew W.
1
McElroy, Marjorie B.
1
Nelson, Daniel B.
1
Ng, Lilian K.
1
Pesaran, M. Hashem
1
Pástor, Ľuboš
1
Ready, Mark J.
1
Robotti, Cesare
1
Shanken, Jay
1
Shukla, Ravi
1
Smith, Tom
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Stambaugh, Robert F.
1
Sunier, Alain M.
1
Telmer, Chris I.
1
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The journal of finance : the journal of the American Finance Association
Journal of econometrics
159
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
140
Economics letters
44
The review of economics and statistics
44
Working paper / National Bureau of Economic Research, Inc.
43
Discussion paper / Tinbergen Institute
31
Econometric reviews
30
Journal of empirical finance
30
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
28
Journal of applied econometrics
28
CREATES research paper
27
International journal of forecasting
24
Journal of financial econometrics : official journal of the Society for Financial Econometrics
23
NBER working paper series
23
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
22
Applied economics
21
Econometric theory
21
Journal of banking & finance
21
Journal of financial and quantitative analysis : JFQA
21
American journal of agricultural economics
20
Finance research letters
20
Economic modelling
19
Journal of financial economics
19
The journal of futures markets
19
Journal of financial econometrics
18
Quantitative finance
18
Journal of forecasting
17
NBER Working Paper
17
The review of financial studies
17
Technical working paper / National Bureau of Economic Research
16
The econometrics journal
16
International journal of theoretical and applied finance
15
CEMMAP working papers / Centre for Microdata Methods and Practice
13
Discussion paper / Centre for Economic Policy Research
13
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
13
Journal of risk and financial management : JRFM
13
Working paper
13
Discussion paper series / IZA
12
Journal of economic dynamics & control
12
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ECONIS (ZBW)
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1
Pricing model performance and the two-pass cross-sectional regression methodology
Kan, Raymond
;
Robotti, Cesare
;
Shanken, Jay
- In:
The journal of finance : the journal of the American …
68
(
2013
)
6
,
pp. 2617-2649
Persistent link: https://www.econbiz.de/10010237376
Saved in:
2
Range-based estimation of stochastic volatility models
Alizadeh, Sassan
;
Brandt, Michael W.
;
Diebold, Francis X.
- In:
The journal of finance : the journal of the American …
57
(
2002
)
3
,
pp. 1047-1091
Persistent link: https://www.econbiz.de/10001684742
Saved in:
3
Costs of equity capital and model mispricing
Pástor, Ľuboš
;
Stambaugh, Robert F.
- In:
The journal of finance : the journal of the American …
54
(
1999
)
1
,
pp. 67-121
Persistent link: https://www.econbiz.de/10001355201
Saved in:
4
Two-pass tests of asset pricing models with useless factors
Kan, Raymond
;
Zhang, Chu
- In:
The journal of finance : the journal of the American …
54
(
1999
)
1
,
pp. 203-235
Persistent link: https://www.econbiz.de/10001355207
Saved in:
5
Conditioning variables and the cross section of stock returns
Ferson, Wayne E.
;
Harvey, Campbell R.
- In:
The journal of finance : the journal of the American …
54
(
1999
)
4
,
pp. 1325-1360
Persistent link: https://www.econbiz.de/10001395766
Saved in:
6
An asymptotic theory for estimating beta-pricing models using cross-sectional regression
Jagannathan, Ravi
- In:
The journal of finance : the journal of the American …
53
(
1998
)
4
,
pp. 1285-1309
Persistent link: https://www.econbiz.de/10001247200
Saved in:
7
Nonparametric estimation of state-price densities implicit in financial asset prices
Aït-Sahalia, Yacine
- In:
The journal of finance : the journal of the American …
53
(
1998
)
2
,
pp. 499-547
Persistent link: https://www.econbiz.de/10001238271
Saved in:
8
Assessing goodness-of-fit of asset pricing models : the distribution of the maximal R2
Foster, F. Douglas
- In:
The journal of finance : the journal of the American …
52
(
1997
)
2
,
pp. 591-607
Persistent link: https://www.econbiz.de/10001222441
Saved in:
9
On the robustness of size and book-to-market in cross-sectional regressions
Knez, Peter J.
- In:
The journal of finance : the journal of the American …
52
(
1997
)
4
,
pp. 1355-1382
Persistent link: https://www.econbiz.de/10001227649
Saved in:
10
Time-varying expected returns in international bond markets
Ilmanen, Antti
- In:
The journal of finance : the journal of the American …
50
(
1995
)
2
,
pp. 481-506
Persistent link: https://www.econbiz.de/10001184817
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