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subject:"CAPM"
subject:"USA"
~isPartOf:"Discussion paper / Centre for Economic Policy Research"
~subject:"Volatilität"
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Search: subject_exact:"Estimation theory"
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CAPM
USA
Volatilität
Estimation theory
71
Schätztheorie
71
Theorie
30
Theory
30
Estimation
19
Schätzung
19
United States
11
Time series analysis
7
VAR model
7
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7
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7
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5
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Ghysels, Eric
2
Marcellino, Massimiliano
2
Adrian, Tobias
1
Bams, Dennis
1
Barnichon, Régis
1
Beyer, Robert
1
Brownlees, Christian
1
Cavicchioli, Maddalena
1
Crump, Richard K.
1
Darvas, Zsolt M.
1
Fernández-Villaverde, Jesús
1
Forni, Mario
1
Guérin, Pierre
1
Gürkaynak, Refet S.
1
Jordà, Òscar
1
Knüppel, Malte
1
Kısacıkoğlu, Burçin
1
Lippi, Marco
1
Manresa, Elena
1
Mönch, Emanuel
1
Peñaranda, Francisco
1
Redding, Stephen
1
Rubio-Ramírez, Juan Francisco
1
Schotman, Peter C.
1
Sentana, Enrique
1
Weinstein, David E.
1
Wieland, Volker
1
Wright, Jonathan H.
1
Zaffaroni, Paolo
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Discussion paper / Centre for Economic Policy Research
Journal of econometrics
159
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
140
Economics letters
44
The review of economics and statistics
44
Working paper / National Bureau of Economic Research, Inc.
43
Discussion paper / Tinbergen Institute
31
Journal of empirical finance
30
Econometric reviews
29
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
28
Journal of applied econometrics
28
CREATES research paper
27
International journal of forecasting
24
Journal of financial econometrics : official journal of the Society for Financial Econometrics
23
NBER working paper series
23
The journal of finance : the journal of the American Finance Association
23
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
22
Applied economics
21
Econometric theory
21
Journal of banking & finance
21
Journal of financial and quantitative analysis : JFQA
21
American journal of agricultural economics
20
Finance research letters
20
Economic modelling
19
Journal of financial economics
19
The journal of futures markets
19
Journal of financial econometrics
18
Quantitative finance
18
Journal of forecasting
17
NBER Working Paper
17
The review of financial studies
17
Technical working paper / National Bureau of Economic Research
16
The econometrics journal
16
International journal of theoretical and applied finance
15
CEMMAP working papers / Centre for Microdata Methods and Practice
13
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
13
Journal of risk and financial management : JRFM
13
Working paper
13
Discussion paper series / IZA
12
Journal of economic dynamics & control
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ECONIS (ZBW)
13
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1
Missing events in event studies : identifying the effects of partially-measured news surprises
Gürkaynak, Refet S.
;
Kısacıkoğlu, Burçin
;
Wright, …
-
2018
Persistent link: https://www.econbiz.de/10011981002
Saved in:
2
Empirical evaluation of overspecified asset pricing models
Manresa, Elena
;
Peñaranda, Francisco
;
Sentana, Enrique
-
2017
Persistent link: https://www.econbiz.de/10011708502
Saved in:
3
Instability, imprecision and inconsistent use of equilibrium real interest rate estimates
Beyer, Robert
;
Wieland, Volker
-
2017
Persistent link: https://www.econbiz.de/10011654990
Saved in:
4
Eigenvalue ratio estimators for the number of common factors
Cavicchioli, Maddalena
;
Forni, Mario
;
Lippi, Marco
; …
-
2016
Persistent link: https://www.econbiz.de/10011544556
Saved in:
5
A unified approach to estimating demand and welfare
Redding, Stephen
;
Weinstein, David E.
-
2016
Persistent link: https://www.econbiz.de/10011524468
Saved in:
6
Impulse response estimation by smooth local projections
Barnichon, Régis
;
Brownlees, Christian
-
2016
Persistent link: https://www.econbiz.de/10011606743
Saved in:
7
Regression based estimation of dynamic asset pricing models
Adrian, Tobias
;
Crump, Richard K.
;
Mönch, Emanuel
-
2015
Persistent link: https://www.econbiz.de/10010509481
Saved in:
8
Factor analysis with large panels volatility proxies
Ghysels, Eric
-
2014
Persistent link: https://www.econbiz.de/10010382083
Saved in:
9
Regime switches in the risk-return trade-off
Ghysels, Eric
;
Guérin, Pierre
;
Marcellino, Massimiliano
-
2013
Persistent link: https://www.econbiz.de/10010206904
Saved in:
10
Empirical simultaneous confidence regions for path-forecasts
Jordà, Òscar
;
Knüppel, Malte
;
Marcellino, Massimiliano
-
2010
Persistent link: https://www.econbiz.de/10003976664
Saved in:
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