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subject:"Estimation"
~accessRights:"restricted"
~person:"Nitschka, Thomas"
~person:"Smith, Simon C."
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Estimation
CAPM
7
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6
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Bayesian inference
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Nitschka, Thomas
Smith, Simon C.
Zaremba, Adam
35
Cakici, Nusret
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Long, Huaigang
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Sehgal, Sanjay
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7
Bali, Turan G.
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International review of financial analysis
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ECONIS (ZBW)
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1
Time-variation, multiple testing, and the factor zoo
Smith, Simon C.
- In:
International review of financial analysis
84
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013472944
Saved in:
2
Have risk premia vanished?
Smith, Simon C.
;
Timmermann, Allan
- In:
Journal of financial economics
145
(
2022
)
2,2
,
pp. 553-576
Persistent link: https://www.econbiz.de/10013474424
Saved in:
3
Have risk premia vanished?
Smith, Simon C.
;
Timmermann, Allan
-
2021
Persistent link: https://www.econbiz.de/10012508216
Saved in:
4
Bond market evidence of time variation in exposures to global risk factors and the role of US monetary policy
Nitschka, Thomas
- In:
Journal of international money and finance
83
(
2018
),
pp. 44-54
Persistent link: https://www.econbiz.de/10012000302
Saved in:
5
Equity premium estimates from economic fundamentals under structural breaks
Smith, Simon C.
- In:
International review of financial analysis
52
(
2017
),
pp. 49-61
Persistent link: https://www.econbiz.de/10011868696
Saved in:
6
Is there a too-big-to-fail discount in excess returns on German banks' stocks?
Nitschka, Thomas
- In:
International finance
19
(
2016
)
3
,
pp. 292-310
Persistent link: https://www.econbiz.de/10011713921
Saved in:
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