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source:"econis"
subject:"Schätztheorie"
~person:"Ghysels, Eric"
~subject:"CAPM"
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Schätztheorie
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115
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115
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41
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30
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30
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Ghysels, Eric
Gouriéroux, Christian
70
Härdle, Wolfgang
69
Pesaran, M. Hashem
68
Phillips, Peter C. B.
56
Campbell, John Y.
49
Stambaugh, Robert F.
48
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44
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44
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42
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42
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41
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38
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37
Hansen, Lars Peter
37
Swanson, Norman R.
36
Fabozzi, Frank J.
35
Giles, David E. A.
35
Imbens, Guido
35
Zhang, Lu
34
Bekaert, Geert
33
Chiarella, Carl
33
Renault, Eric
32
Scaillet, Olivier
32
Hens, Thorsten
31
Zin, Stanley E.
31
Harvey, Campbell R.
30
He, Xue-zhong
30
Heckman, James J.
30
Jagannathan, Ravi
30
Robinson, Peter M.
30
Dufour, Jean-Marie
29
Horowitz, Joel
29
Madan, Dilip B.
29
Monfort, Alain
29
Zhou, Guofu
29
Baltagi, Badi H.
28
Li, Qi
28
Diebold, Francis X.
27
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26
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5
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
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3
Série des documents de travail / Centre de Recherche en Économie et Statistique
3
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International economic review
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2
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1
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1
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ECONIS (ZBW)
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1
Three common factors
Andreou, Elena
;
Gagliardini, Patrick
;
Ghysels, Eric
; …
-
2022
Persistent link: https://www.econbiz.de/10013184880
Saved in:
2
Factor analysis with large panels volatility proxies
Ghysels, Eric
-
2014
Persistent link: https://www.econbiz.de/10010382083
Saved in:
3
Stochastic volatility duration models
Ghysels, Eric
;
Gouriéroux, Christian
;
Jasiak, Joann
- In:
Journal of econometrics
119
(
2004
)
2
,
pp. 413-433
Persistent link: https://www.econbiz.de/10001956379
Saved in:
4
Testing for structural change in the presence auf auxiliary models
Ghysels, Eric
;
Guay, Alain
- In:
Econometric theory
20
(
2004
)
6
,
pp. 1168-1202
Persistent link: https://www.econbiz.de/10002424914
Saved in:
5
Simulation based inference in moving average models
Ghysels, Eric
;
Khalaf, Lynda
;
Vodounou, Cosmé
- In:
Annales d'économie et de statistique
(
2003
),
pp. 85-99
Persistent link: https://www.econbiz.de/10001771345
Saved in:
6
Rolling-sample volatility estimators : some new theoretical, simulation, and empirical results
Andreou, Elena
;
Ghysels, Eric
- In:
Journal of business & economic statistics : JBES ; a …
20
(
2002
)
3
,
pp. 363-376
Persistent link: https://www.econbiz.de/10001695282
Saved in:
7
Structural change tests for simulated method of moments
Ghysels, Eric
;
Guay, Alain
-
1998
Persistent link: https://www.econbiz.de/10000995783
Saved in:
8
Predictive tests for structural change with unknown breakpoint
Ghysels, Eric
- In:
Journal of econometrics
82
(
1998
)
2
,
pp. 209-233
Persistent link: https://www.econbiz.de/10001234579
Saved in:
9
Structural change and asset pricing in emerging markets
Garcia, René
- In:
Journal of international money and finance
17
(
1998
)
3
,
pp. 455-473
Persistent link: https://www.econbiz.de/10001246597
Saved in:
10
On stable factor structures in the pricing of risk : do time-varying betas help or hurt?
Ghysels, Eric
- In:
The journal of finance : the journal of the American …
53
(
1998
)
2
,
pp. 549-573
Persistent link: https://www.econbiz.de/10001238269
Saved in:
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