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subject:"CAPM"
subject:"USA"
~isPartOf:"Finance research letters"
~isPartOf:"Journal of banking & finance"
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Search: subject_exact:"Estimation theory"
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CAPM
USA
Estimation theory
137
Schätztheorie
137
Estimation
46
Schätzung
45
Portfolio selection
33
Portfolio-Management
33
Volatility
25
Volatilität
25
Time series analysis
22
Zeitreihenanalyse
22
ARCH model
21
ARCH-Modell
21
Capital income
21
Kapitaleinkommen
21
Forecasting model
20
Prognoseverfahren
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16
Theorie
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14
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14
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12
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12
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10
Zinsstruktur
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Nichtparametrisches Verfahren
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Nonparametric statistics
9
Option pricing theory
9
Optionspreistheorie
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Stochastic process
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Stochastischer Prozess
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United States
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English
19
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Alexander, Carol
1
Beechey, Meredith Jane
1
Cai, Zongwu
1
Chan, Kam C.
1
Chung, Keunsuk
1
Escobar, Marcos
1
Fang, Ying
1
Feng, Guohua
1
Fletcher, Jonathan
1
Hanson, Samuel G.
1
Honda, Tetsuhiro
1
Jorion, Philippe
1
Kaeck, Andreas
1
Kim, Jan R.
1
Kim, Tae-hwan
1
Koch, Paul Douglas
1
Kourtis, Apostolos
1
Murtazashvili, Irina
1
Poon, Aubrey
1
Priestley, Richard
1
Rastegari, Javad
1
Ren, Yu
1
Ren, Yun
1
Rudkin, Wanling
1
Schuermann, Til
1
Shiohama, Takayuki
1
Stentoft, Lars
1
Tamaki, Kenichiro
1
Taylor, Stephen
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Vozlyublennaia, Nadia
1
White, Halbert
1
Wu, H. K.
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Xu, Xinzhong
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Yang, Bingduo
1
Yuan, Yufei
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Finance research letters
Journal of banking & finance
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
106
Journal of econometrics
55
The review of economics and statistics
43
Working paper / National Bureau of Economic Research, Inc.
38
Journal of applied econometrics
25
Economics letters
23
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
22
Journal of financial and quantitative analysis : JFQA
21
The journal of finance : the journal of the American Finance Association
21
American journal of agricultural economics
19
NBER working paper series
18
Journal of financial economics
17
The journal of futures markets
16
The review of financial studies
16
Applied economics
15
Technical working paper / National Bureau of Economic Research
14
CREATES research paper
12
Discussion paper series / IZA
12
Journal of empirical finance
12
Journal of macroeconomics
12
Discussion paper / Centre for Economic Policy Research
11
Journal of money, credit and banking : JMCB
11
CEMMAP working papers / Centre for Microdata Methods and Practice
10
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
10
International journal of forecasting
10
NBER Working Paper
10
Oxford bulletin of economics and statistics
10
The review of economic studies
10
CESifo working papers
9
International economic review
9
Journal of economic dynamics & control
9
Journal of forecasting
9
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Discussion paper / Department of Economics, University of California San Diego
8
International economic journal
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Journal of monetary economics
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ECONIS (ZBW)
19
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1
Estimating the US trend short-term interest rate
Beechey, Meredith Jane
;
Österholm, Pär
;
Poon, Aubrey
- In:
Finance research letters
55
(
2023
)
1
,
pp. 1-8
Persistent link: https://www.econbiz.de/10014473294
Saved in:
2
Regime switching in the present value models : a backward-solving method
Kim, Jan R.
;
Chung, Keunsuk
- In:
Finance research letters
32
(
2020
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012430760
Saved in:
3
Affine multivariate GARCH models
Escobar, Marcos
;
Rastegari, Javad
;
Stentoft, Lars
- In:
Journal of banking & finance
118
(
2020
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012521059
Saved in:
4
Mispricing, returns and the quest for parsimony
Rudkin, Wanling
- In:
Finance research letters
37
(
2020
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012484942
Saved in:
5
Model comparison tests of linear factor models in U.K. stock returns
Fletcher, Jonathan
- In:
Finance research letters
28
(
2019
),
pp. 281-291
Persistent link: https://www.econbiz.de/10012388326
Saved in:
6
The sharpe ratio of estimated efficient portfolios
Kourtis, Apostolos
- In:
Finance research letters
17
(
2016
),
pp. 72-78
Persistent link: https://www.econbiz.de/10011596225
Saved in:
7
A semiparametric conditional capital asset pricing model
Cai, Zongwu
;
Ren, Yu
;
Yang, Bingduo
- In:
Journal of banking & finance
61
(
2015
),
pp. 117-126
Persistent link: https://www.econbiz.de/10011545159
Saved in:
8
Returns to scale at large banks in the US : a random coefficient stochastic frontier approach
Feng, Guohua
;
Zhangaohui, Xi
- In:
Journal of banking & finance
39
(
2014
),
pp. 135-145
Persistent link: https://www.econbiz.de/10010340764
Saved in:
9
Volatility dynamics for the S&P 500 : further evidence from non-affine, multi-factor jump diffusions
Kaeck, Andreas
;
Alexander, Carol
- In:
Journal of banking & finance
36
(
2012
)
11
,
pp. 3110-3121
Persistent link: https://www.econbiz.de/10009672975
Saved in:
10
The performance of cross-sectional regression tests of the CAPM with non-zero pricing errors
Murtazashvili, Irina
;
Vozlyublennaia, Nadia
- In:
Journal of banking & finance
36
(
2012
)
4
,
pp. 1057-1066
Persistent link: https://www.econbiz.de/10009557825
Saved in:
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