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person:"Stambaugh, Robert F."
subject:"Share price"
~isPartOf:"Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics"
~isPartOf:"Working paper series / Center for Research in Security Prices"
~person:"Tauchen, George Eugene"
~person:"Teräsvirta, Timo"
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Share price
Estimation theory
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Schätztheorie
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3
CAPM
3
Time series analysis
3
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Stambaugh, Robert F.
Tauchen, George Eugene
Teräsvirta, Timo
Li, Jia
2
Engle, Robert F.
1
Gallant, A. Ronald
1
Jacod, Jean
1
Li, Yingying
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
Working paper series / Center for Research in Security Prices
Journal of econometrics
5
CREATES research paper
2
ERID working paper
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Econometrics : open access journal
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Economic Research Initiatives at Duke (ERID) Working Paper
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Journal of empirical finance
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Jump regressions
Li, Jia
;
Todorov, Viktor
;
Tauchen, George Eugene
- In:
Econometrica : journal of the Econometric Society, an …
85
(
2017
)
1
,
pp. 173-195
Persistent link: https://www.econbiz.de/10011738476
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2
Mutual fund performance and seemingly unrelated assets
Pástor, Ľuboš
(
contributor
); …
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001551884
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3
Nonlinear dynamic structures
Gallant, A. Ronald
- In:
Econometrica : journal of the Econometric Society, an …
61
(
1993
)
4
,
pp. 871-907
Persistent link: https://www.econbiz.de/10001147138
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