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subject:"CAPM"
subject:"Estimation theory"
~institution:"Aarhus Universitet / Afdeling for Nationaløkonomi"
~institution:"University of Chicago / Center for Research in Security Prices"
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CAPM
Estimation theory
Theorie
63
Theory
63
USA
8
United States
8
Capital income
7
Kapitaleinkommen
7
Time series analysis
6
Zeitreihenanalyse
6
Estimation
5
Schätztheorie
5
Schätzung
5
Cointegration
4
Einheitswurzeltest
4
Kointegration
4
Schock
4
Shock
4
Unit root test
4
Börsenkurs
3
Corporate finance
3
Einkommensverteilung
3
Income distribution
3
Share price
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Stochastic process
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Stochastischer Prozess
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Unternehmensfinanzierung
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Arbeitslosigkeit
2
Coalition
2
Competition
2
Corporate Governance
2
Corporate governance
2
Economic growth
2
Efficiency wages
2
Effizienzlohn
2
Einkommenshypothese
2
Environmental policy
2
Environmental tax
2
Externalities
2
Externer Effekt
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9
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9
Working Paper
9
Language
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English
9
Author
All
Pástor, Ľuboš
2
Rosholm, Michael
2
Stambaugh, Robert F.
2
Ørregaard Nielsen, Morten
2
D'Addio, Anna Cristina
1
Fama, Eugene F.
1
French, Kenneth Ronald
1
Honoré, Bo E.
1
Menzly, Lior
1
Novy-Marx, Robert
1
Santos, Tano
1
Savin, N. Eugene
1
Würtz, Allan H.
1
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Aarhus Universitet / Afdeling for Nationaløkonomi
University of Chicago / Center for Research in Security Prices
National Bureau of Economic Research
226
Ekonomiska forskningsinstitutet <Stockholm>
28
European University Institute / Department of Economics
21
Umeå universitet
21
Center for Economic Research <Tilburg>
18
University of New England / Department of Econometrics
18
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
12
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
11
Federal Reserve System / Division of Research and Statistics
10
Forschungsinstitut zur Zukunft der Arbeit
10
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
10
University of Exeter / Department of Economics
10
Universität Basel / Institut für Statistik und Ökonometrie
10
Birkbeck College / Department of Economics
9
Centre for Analytical Finance <Århus>
9
Chambre de commerce et d'industrie de Paris
9
Deutsche Forschungsgemeinschaft
8
Rodney L. White Center for Financial Research
8
Ecole des hautes études commerciales <Lausanne> / Département d'économétrie et d'économie politique
7
Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
6
Umeå Universitet / Institutionen för Nationalekonomi
6
Universitetet i Oslo / Økonomisk institutt
6
Centre for Microdata Methods and Practice <London>
5
Københavns Universitet / Økonomisk Institut
5
Rutgers University / Department of Economics
5
Scuola superiore Sant'Anna di studi universitari e di perfezionamento / Laboratory of Economics and Management
5
Sonderforschungsbereich 303 Information und die Koordination Wirtschaftlicher Aktivitäten, Rheinische Friedrich-Wilhelms-Universität Bonn
5
Springer Fachmedien Wiesbaden
5
Australian National University / Faculty of Economics and Commerce
4
Banque de France / Direction des Etudes Economiques et de la Recherche
4
Centre for Quantitative Economics & Computing
4
Erasmus Research Institute of Management
4
Escola de Pós-Graduação em Economia <Rio de Janeiro>
4
Institut für Statistik und Mathematische Wirtschaftstheorie <Augsburg>
4
Institut für Weltwirtschaft
4
Institute of Finance and Accounting <London>
4
Johns Hopkins University / Department of Economics
4
Svenska Handelshögskolan <Helsinki>
4
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Working paper series / Center for Research in Security Prices
5
Economics working paper
4
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ECONIS (ZBW)
9
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1
Duration dependence and time-varying variables in discrete time duration models
D'Addio, Anna Cristina
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001702135
Saved in:
2
Testing the semiparametric box-cox model with the bootstrap
Savin, N. Eugene
(
contributor
);
Würtz, Allan H.
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001690153
Saved in:
3
Efficient inference in multivariate fractionally integrated time series models
Ørregaard Nielsen, Morten
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001664218
Saved in:
4
Optimal residual based tests for fractional cointegration and exchange rate dynamics
Ørregaard Nielsen, Morten
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001664223
Saved in:
5
Disagreement, tastes, and asset prices
Fama, Eugene F.
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001944604
Saved in:
6
On the excess returns to illiquidity
Novy-Marx, Robert
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002128409
Saved in:
7
Liquidity risk and expected stock returns
Pástor, Ľuboš
(
contributor
); …
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001636396
Saved in:
8
Habit formation and the cross section of stock returns
Menzly, Lior
(
contributor
);
Santos, Tano
(
contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001636417
Saved in:
9
Mutual fund performance and seemingly unrelated assets
Pástor, Ľuboš
(
contributor
); …
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001551884
Saved in:
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