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isPartOf:"The journal of finance : the journal of the American Finance Association"
subject:"Volatilität"
~subject:"CAPM"
~subject:"Estimation"
~subject:"USA"
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The journal of finance : the journal of the American Finance Association
Journal of econometrics
316
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
228
Economics letters
136
Econometric reviews
74
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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The review of economics and statistics
49
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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International journal of forecasting
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Working paper / Department of Econometrics and Business Statistics, Monash University
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Econometric theory
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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Journal of the American Statistical Association : JASA
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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American journal of agricultural economics
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Finance research letters
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Journal of financial econometrics
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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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