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subject:"Share price"
person:"Stambaugh, Robert F."
~person:"Feng, Yuanhua"
~type_genre:"Non-commercial literature"
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Share price
Estimation theory
23
Schätztheorie
23
Theorie
16
Theory
16
Nichtparametrisches Verfahren
13
Nonparametric statistics
13
Regression analysis
8
Regressionsanalyse
8
Time series analysis
8
Zeitreihenanalyse
8
CAPM
4
Capital income
4
Estimation
4
Kapitaleinkommen
4
Schätzung
4
bandwidth selection
4
ARMA model
3
ARMA-Modell
3
Börsenkurs
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USA
3
United States
3
ARCH model
2
ARCH-Modell
2
Cost of capital
2
Eigenkapital
2
Equity capital
2
Investment Fund
2
Investmentfonds
2
Kapitalkosten
2
Simulation
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Stochastic process
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Stochastischer Prozess
2
antipersistence
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iterative plug-in
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long memory
2
nonparametric regression
2
simulation
2
Aktienindex
1
Autoregressive conditional duration
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Non-commercial literature
Arbeitspapier
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Stambaugh, Robert F.
Feng, Yuanhua
Kapetanios, George
8
Linton, Oliver
8
Pesaran, M. Hashem
8
Bailey, Natalia
5
Gao, Jiti
5
Hautsch, Nikolaus
4
Malec, Peter
4
Runde, Ralf
4
Teräsvirta, Timo
4
Allen, David E.
3
Bibinger, Markus
3
Cheng, Tingting
3
Escanciano, Juan Carlos
3
Grassi, Stefano
3
Hoderlein, Stefan
3
Krämer, Walter
3
Large, Jeremy
3
Lewbel, Arthur
3
Silvennoinen, Annastiina
3
Srisuma, Sorawoot
3
Violante, Francesco
3
Wright, Jonathan H.
3
Abberger, Klaus
2
Amilon, Henrik
2
Babsiri, Mohamed el
2
Bauwens, Luc
2
Brailsford, Timothy J.
2
Callot, Laurent
2
Clarke, Damian
2
Crump, Richard K.
2
Gefang, Deborah
2
Gerhard, Frank
2
Giot, Pierre
2
Grammig, Joachim
2
Gürkaynak, Refet S.
2
Hagerud, Gustaf E.
2
Hansmann, Karl-Werner
2
Heid, Frank
2
Hess, Dieter
2
Hördahl, Peter
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Rodney L. White Center for Financial Research
1
University of Chicago / Center for Research in Security Prices
1
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Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
1
Working paper series / Center for Research in Security Prices
1
Working papers / Rodney L. White Center for Financial Research
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ECONIS (ZBW)
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Simultaneously modelling conditional heteroskedasticity and scale change
Feng, Yuanhua
-
2002
Persistent link: https://www.econbiz.de/10001686434
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2
Mutual fund performance and seemingly unrelated assets
Pástor, Ľuboš
(
contributor
); …
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002011410
Saved in:
3
Mutual fund performance and seemingly unrelated assets
Pástor, Ľuboš
(
contributor
); …
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001551884
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