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subject:"CAPM"
subject:"USA"
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Search: subject_exact:"Estimation theory"
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CAPM
USA
ARCH-Modell
Estimation theory
75
Schätztheorie
75
Estimation
28
Schätzung
27
Portfolio selection
18
Portfolio-Management
18
Theorie
14
Theory
14
Volatility
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Volatilität
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Time series analysis
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Portfolio optimization
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English
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Adams, Zeno
1
Alexander, Carol
1
Aslanidis, Nektarios
1
Cai, Zongwu
1
Casas, Isabel
1
Chan, Kam C.
1
Ergün, Tolga A.
1
Escobar, Marcos
1
Feng, Guohua
1
Füss, Roland
1
Girardi, Giulio
1
Glück, Thorsten
1
Golosnoy, Vasyl
1
Hamid, Alain
1
Hanson, Samuel G.
1
Jorion, Philippe
1
Kaeck, Andreas
1
Kanniainen, Juho
1
Koch, Paul Douglas
1
Lin, Binghuan
1
Lönnbark, Carl
1
Murtazashvili, Irina
1
Okhrin, Yarema
1
Paolella, Marc S.
1
Perote, Javier
1
Polak, Pawel
1
Priestley, Richard
1
Rastegari, Javad
1
Ren, Yu
1
Schuermann, Til
1
Stentoft, Lars
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Taylor, Stephen
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Vozlyublennaia, Nadia
1
Walker, Patrick S.
1
Wu, H. K.
1
Xu, Xinzhong
1
Yang, Bingduo
1
Yang, Hanxue
1
Zhangaohui, Xi
1
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Journal of banking & finance
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
128
Journal of econometrics
103
The review of economics and statistics
44
Economics letters
43
Econometric theory
41
Working paper / National Bureau of Economic Research, Inc.
39
Journal of applied econometrics
26
Applied economics
25
Discussion paper / Tinbergen Institute
25
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
25
Journal of empirical finance
24
International journal of forecasting
23
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
23
CREATES research paper
22
Econometric reviews
21
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
20
Journal of forecasting
20
Finance research letters
19
NBER working paper series
19
The econometrics journal
19
Journal of financial econometrics : official journal of the Society for Financial Econometrics
17
Journal of financial economics
17
The journal of futures markets
16
The review of financial studies
16
Technical working paper / National Bureau of Economic Research
15
Journal of financial econometrics
14
Journal of economic dynamics & control
13
Journal of risk
13
Applied economics letters
12
CEMMAP working papers / Centre for Microdata Methods and Practice
12
Discussion paper / Department of Economics, University of California San Diego
12
Discussion paper series / IZA
12
Journal of macroeconomics
12
Journal of risk and financial management : JRFM
12
NBER Working Paper
12
CORE discussion papers : DP
11
Discussion paper / Centre for Economic Policy Research
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ECONIS (ZBW)
19
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1
A non-elliptical orthogonal GARCH model for portfolio selection under transaction costs
Paolella, Marc S.
;
Polak, Pawel
;
Walker, Patrick S.
- In:
Journal of banking & finance
125
(
2021
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012819586
Saved in:
2
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:
3
Are correlations constant? : empirical and theoretical results on popular correlation models in finance
Adams, Zeno
;
Füss, Roland
;
Glück, Thorsten
- In:
Journal of banking & finance
84
(
2017
),
pp. 9-24
Persistent link: https://www.econbiz.de/10011816833
Saved in:
4
Multivariate moments expansion density : application of the dynamic equicorrelation model
Ñíguez, Trino-Manuel
;
Perote, Javier
- In:
Journal of banking & finance
72
(
2016
),
pp. 216-232
Persistent link: https://www.econbiz.de/10011637138
Saved in:
5
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:
6
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:
7
The empirical similarity approach for volatility prediction
Golosnoy, Vasyl
;
Hamid, Alain
;
Okhrin, Yarema
- In:
Journal of banking & finance
40
(
2014
),
pp. 321-329
Persistent link: https://www.econbiz.de/10010402690
Saved in:
8
Estimating and using GARCH models with VIX data for option valuation
Kanniainen, Juho
;
Lin, Binghuan
;
Yang, Hanxue
- In:
Journal of banking & finance
43
(
2014
),
pp. 200-211
Persistent link: https://www.econbiz.de/10010410004
Saved in:
9
Systemic risk measurement : multivariate GARCH estimation of CoVaR
Girardi, Giulio
;
Ergün, Tolga A.
- In:
Journal of banking & finance
37
(
2013
)
8
,
pp. 3169-3180
Persistent link: https://www.econbiz.de/10009778470
Saved in:
10
On the role of the estimation error in prediction of expected shortfall
Lönnbark, Carl
- In:
Journal of banking & finance
37
(
2013
)
3
,
pp. 847-853
Persistent link: https://www.econbiz.de/10009708735
Saved in:
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