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type_genre:"Collection of articles written by one author"
subject:"Estimation theory"
~subject:"CAPM"
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ECONIS (ZBW)
198
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1
Asset prices, Epstein Zin utility, and endogenous economic disasters
Heiberger, Christopher
-
2018
Persistent link: https://www.econbiz.de/10012200780
Saved in:
2
Essays on model uncertainty in financial models
Li, Jing
-
2018
Persistent link: https://www.econbiz.de/10011778048
Saved in:
3
Essays on robust asset pricing
Horváth, Ferenc
-
2017
Persistent link: https://www.econbiz.de/10011756491
Saved in:
4
Parameter estimation risk in portfolio optimisation - an application to Smart Beta investment strategies
Himbert, Benedikt W.
-
2018
Persistent link: https://www.econbiz.de/10012018992
Saved in:
5
Essays on quantitative risk management
Möstel, Linda
-
2018
Persistent link: https://www.econbiz.de/10011961948
Saved in:
6
Large panels and high-dimensional vector autoregressive models
Callot, Laurent
-
2012
Persistent link: https://www.econbiz.de/10010204938
Saved in:
7
Essays on heterogeneous beliefs, public information, and asset pricing
Qin, Zhenjiang
-
2012
Persistent link: https://www.econbiz.de/10009717405
Saved in:
8
Three essays on predictability and seasonality in the cross-section of stock returns
Bogousslavsky, Vincent
-
2017
Persistent link: https://www.econbiz.de/10011903110
Saved in:
9
Advanced methods for loss given default estimation
Töws, Eugen
-
2016
Persistent link: https://www.econbiz.de/10011443601
Saved in:
10
Epstein Zin utility, asset prices, and new Keynesian Q-targeting
Ruf, Halvor I.
-
2015
Persistent link: https://www.econbiz.de/10011581142
Saved in:
11
Advances in dynamic panel data and spatial econometrics
Kripfganz, Sebastian
-
2015
Persistent link: https://www.econbiz.de/10011305440
Saved in:
12
Four essays in applied microeconometrics
Kaiser, Boris
-
2014
-
Als Ms. gedr
Persistent link: https://www.econbiz.de/10010401793
Saved in:
13
Behavioral econometrics for psychologists
Andersen, Steffen
;
Harrison, Glenn W.
;
Igel Lau, Morten
; …
-
2007
Persistent link: https://www.econbiz.de/10003520995
Saved in:
14
The multivariate mixed proportional hazard model : applications and extensions
Drepper, Bettina
-
2013
Persistent link: https://www.econbiz.de/10010236549
Saved in:
15
Barrier-dependent structural models of default risk
Breitkopf, Nikolas
-
2013
-
1. Aufl.
Persistent link: https://www.econbiz.de/10009790786
Saved in:
16
Estimation and testing of instrumental mean and quantile regression models
Breunig, Christoph
-
2013
Persistent link: https://www.econbiz.de/10009786643
Saved in:
17
Essays on spatial econometrics : Hodges-Lehmann estimators and hospital efficiency
Strumann, Christoph
-
2013
Persistent link: https://www.econbiz.de/10010212557
Saved in:
18
Essays on rational asset pricing
Szymanowska, Marta
-
2006
Persistent link: https://www.econbiz.de/10003931569
Saved in:
19
Essays on the econometrics of games
Kline, Brendan
-
2012
Persistent link: https://www.econbiz.de/10011819059
Saved in:
20
Essays in asset pricing
Buss, Adrian
-
2012
Persistent link: https://www.econbiz.de/10009672625
Saved in:
21
Generalized quantile regression
Guo, Mengmeng
-
2012
Persistent link: https://www.econbiz.de/10009689018
Saved in:
22
Essays on asset pricing and downside risk
Giovannetti, Bruno
-
2011
Persistent link: https://www.econbiz.de/10011949356
Saved in:
23
Essays in asset pricing
Yang, Sharon
-
2011
Persistent link: https://www.econbiz.de/10011950732
Saved in:
24
Essays on the value of information
Hoffmann, Florian
-
2010
Persistent link: https://www.econbiz.de/10008780549
Saved in:
25
Essays on asset allocation with derivatives and model estimation
Breuer, Beate
-
2009
Persistent link: https://www.econbiz.de/10003823672
Saved in:
26
Essays on stochastic volatility
Nossman, Marcus
-
2009
Persistent link: https://www.econbiz.de/10003837367
Saved in:
27
On the estimation of fractionally integrated processes
Nielsen, Frank S.
-
2009
Persistent link: https://www.econbiz.de/10003839270
Saved in:
28
Habit persistence, consumption based asset pricing, and time-varying expected returns
Møller, Stig Vinther
-
2009
Persistent link: https://www.econbiz.de/10003839356
Saved in:
29
Essays on the term structure of interest rates and long-run risks
Hasseltoft, Henrik
-
2009
Persistent link: https://www.econbiz.de/10003918843
Saved in:
30
Asset pricing with multiple assets and goods
Heyerdahl-Larsen, Christian
-
2009
Persistent link: https://www.econbiz.de/10003893259
Saved in:
31
Essays in consumption-based asset pricing models
Garduño Arredondo, Hugo Alejandro
-
2008
Persistent link: https://www.econbiz.de/10011389669
Saved in:
32
Essays on asset prices
Kim, Sang Bong
-
2008
Persistent link: https://www.econbiz.de/10011389928
Saved in:
33
Essays in asset pricing and macroeconomics
Kleshchelski, Yizhaq
-
2008
Persistent link: https://www.econbiz.de/10011390028
Saved in:
34
Essays zur Schätzung von Marketingmodellen und zur Ableitung von Handlungsempfehlungen
Proppe, Dennis
-
2008
Persistent link: https://www.econbiz.de/10003772250
Saved in:
35
Three essays on unit roots and nonlinear co-integrated processes
Gaul, Jürgen
-
2008
Persistent link: https://www.econbiz.de/10003773152
Saved in:
36
A heterogeneous agent approach vs. representative agent theory and the application of support vector machines to default risk analysis
Moro, Rouslan Arthur
-
2008
Persistent link: https://www.econbiz.de/10003776274
Saved in:
37
Information in fiancial markets : how private information affects prices, how it can be revealed and how it may be used
Sirnes, Espen
-
2008
Persistent link: https://www.econbiz.de/10003831883
Saved in:
38
Portfolio choice and asset pricing under model uncertainty
Wu, Lue
-
2007
Persistent link: https://www.econbiz.de/10003812033
Saved in:
39
Uniform inferences in econometrics
Mikusheva, Anna
-
2007
Persistent link: https://www.econbiz.de/10009689094
Saved in:
40
Essays on partial identification in econometrics and finance
Galichon, Alfred
-
2007
Persistent link: https://www.econbiz.de/10009691355
Saved in:
41
Essays on asset pricing
DaSilva, Amadeu
-
2007
Persistent link: https://www.econbiz.de/10009691366
Saved in:
42
Essays in finance
Carlin, Bruce Ian
-
2007
Persistent link: https://www.econbiz.de/10009691370
Saved in:
43
Essays in empirical asset pricing
Cho, Sungjun
-
2007
Persistent link: https://www.econbiz.de/10009693131
Saved in:
44
International risk sharing and incomplete asset market
Kang, Joong Shik
-
2007
Persistent link: https://www.econbiz.de/10009707950
Saved in:
45
Essays on pricing in Digital Business
Schneider, Holger
-
2007
Persistent link: https://www.econbiz.de/10003642981
Saved in:
46
Essyas on public macroeconomic policy
Prado, Mauricio
-
2007
Persistent link: https://www.econbiz.de/10003511222
Saved in:
47
Essays on finance and macroeconomics
Nosbusch, Marc Yves
-
2006
Persistent link: https://www.econbiz.de/10003965685
Saved in:
48
Essays in international economics and finance
Reidel, Demian Axel
-
2006
Persistent link: https://www.econbiz.de/10003965691
Saved in:
49
Asset pricing and asset allocation in the presence of durable consumption goods
Siegel, Stephan
-
2006
Persistent link: https://www.econbiz.de/10003965719
Saved in:
50
Three essays on generalized method of moments
Prokhorov, Artem B.
-
2006
Persistent link: https://www.econbiz.de/10009242596
Saved in:
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