//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of empirical finance"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: "Loretan, Michael"
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
2005
1
CAPM
1
Capital market returns
1
Coefficient of determination
1
Density transformation theorem
1
Estimation theory
1
Exchange rate
1
Fama-MacBeth regression
1
Kapitalmarktrendite
1
Market liquidity
1
Market microstructure
1
Marktliquidität
1
Marktmikrostruktur
1
Monte Carlo simulation
1
Monte-Carlo-Simulation
1
Public bond
1
Regression analysis
1
Regressionsanalyse
1
Schätztheorie
1
Signal to noise ratio
1
Statistical distribution
1
Statistical theory
1
Statistische Methodenlehre
1
Statistische Verteilung
1
Theorie
1
Theory
1
Time series analysis
1
USA
1
United States
1
Wechselkurs
1
Zeitreihenanalyse
1
Öffentliche Anleihe
1
α-stable distributions
1
more ...
less ...
Type of publication
All
Article
3
Type of publication (narrower categories)
All
Article in journal
3
Aufsatz in Zeitschrift
3
Language
All
English
3
Author
All
Loretan, Mico
3
Chaboud, Alain P.
1
Chiquoine, Benjamin
1
Hjalmarsson, Erik
1
Kurz-Kim, Jeong-Ryeol
1
Phillips, Peter C. B.
1
Published in...
All
Journal of econometrics
Journal of empirical finance
International finance discussion papers
4
The international financial crisis and policy challenges in Asia and the Pacific : proceedings of the wrap-up conference of the Asian Research Programme, Shanghai, 6 - 8 August 2009
3
BIS working papers
2
IMF Working Papers
2
IMF working papers
2
Cowles Foundation discussion paper
1
Discussion Paper Series 1
1
Discussion Paper Series 1: Economic Studies
1
Discussion paper / Deutsche Bundesbank
1
Emerging markets review
1
Federal reserve bulletin
1
Focus section: financial infrastructure development in the NAFTA countries
1
Handbuch Aufsichts- und Verwaltungsräte in Kreditinstituten : rechtlicher Rahmen, betriebswirtschaftliche Herausforderungen, Best Practices
1
Journal of Asian economics
1
Journal of international money and finance
1
SNB working papers
1
The North American journal of economics and finance : a journal of financial economics studies
1
The review of economic studies
1
more ...
less ...
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
Relevance
Date (newest first)
Date (oldest first)
1
On the properties of the coefficient of determination in regression models with infinite variance variables
Kurz-Kim, Jeong-Ryeol
;
Loretan, Mico
- In:
Journal of econometrics
181
(
2014
)
1
,
pp. 15-24
Persistent link: https://www.econbiz.de/10010473444
Saved in:
2
Frequency of observation and the estimation of integrated volatility in deep and liquid financial markets
Chaboud, Alain P.
;
Chiquoine, Benjamin
;
Hjalmarsson, Erik
; …
- In:
Journal of empirical finance
17
(
2010
)
2
,
pp. 212-240
Persistent link: https://www.econbiz.de/10009271853
Saved in:
3
Testing the covariance stationarity of heavy-tailed time series : an overview of the theory with applications to several financial datasets
Loretan, Mico
- In:
Journal of empirical finance
1
(
1993
)
2
,
pp. 211-248
Persistent link: https://www.econbiz.de/10001158653
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->