//--> //--> //-->
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 business & economic statistics : JBES ; a publication of the American Statistical Association"
~person:"Ortu, Fulvio"
~person:"Sørensen, Bent E."
~subject:"Schätzung"
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: subject_exact:"Capital asset pricing model"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Schätzung
CAPM
2
Estimation
2
Theorie
2
Theory
2
1984-1989
1
Capital income
1
Discounting
1
Diskontierung
1
Forecasting model
1
Kapitaleinkommen
1
Long run
1
Portfolio selection
1
Portfolio-Management
1
Predictors-based bounds
1
Private consumption
1
Privater Konsum
1
Prognoseverfahren
1
Risikoprämie
1
Risk premium
1
Statistical theory
1
Statistische Methodenlehre
1
Stochastic discount factor
1
USA
1
United States
1
Volatility
1
Volatilität
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Article in journal
2
Aufsatz in Zeitschrift
2
Language
All
English
2
Author
All
Ortu, Fulvio
Sørensen, Bent E.
Su, Liangjun
2
Andersen, Torben
1
Barone-Adesi, Giovanni
1
Bianchi, Daniele
1
Bibinger, Markus
1
Bollerslev, Tim
1
Cederburg, Scott
1
Dēmos, Antōnēs A.
1
Escanciano, Juan Carlos
1
Favero, Carlo A.
1
Fusari, Nicola
1
Gagliardini, Patrick
1
Ghysels, Eric
1
Gordon, Stephen F.
1
Gouriéroux, Christian
1
Guidolin, Massimo
1
Gungor, Sermin
1
Hautsch, Nikolaus
1
Ho, Mun S.
1
Hodgson, Douglas J.
1
Lan, Wei
1
Li, Yan
1
Li, Yuming
1
Luger, Richard
1
Ma, Shujie
1
Malec, Peter
1
Neely, Christopher J.
1
O'Doherty, Michael
1
Pardo-Fernández, Juan Carlos
1
Perraudin, William R. M.
1
Ravazzolo, Francesco
1
Reiß, Markus
1
Roy, Amlan
1
Sentana, Enrique
1
St.-Amour, Pascal
1
Sufana, Razvan
1
Tamoni, Andrea
1
Thimme, Julian
1
more ...
less ...
Published in...
All
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Implications of return predictability for consumption dynamics and asset pricing
Favero, Carlo A.
;
Ortu, Fulvio
;
Tamoni, Andrea
;
Yang, Haoxi
- In:
Journal of business & economic statistics : JBES ; a …
38
(
2020
)
3
,
pp. 527-541
Persistent link: https://www.econbiz.de/10012262492
Saved in:
2
A continuous-time arbitrage-pricing model with stochastic volatility and jumps
Ho, Mun S.
- In:
Journal of business & economic statistics : JBES ; a …
14
(
1996
)
1
,
pp. 31-43
Persistent link: https://www.econbiz.de/10001203183
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->