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Kapitalmarktmodelle zur Bestimmung erwarteter Renditen festverzinslicher Wertpapiere
Langewand, Jens, (2000)
Arbitrage, factor structure and mean-variance analysis on large asset markets
Chamberlain, Gary, (1982)
Kapitalmarktmodelle und erwartete Renditen am deutschen Aktienmarkt
Schneider, Sebastian, (2001)
Asset Pricing : A Structural Theory and Its Applications
Cheng, Bing, (2008)
Semiparametric estimation from time series with long-range dependence
Cheng, Bing, (1994)
Comparative analysis on the three popular causality modeling methodologies
Shi, Xueyang, (2022)