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subject:"Monte-Carlo-Simulation"
subject:"United States"
~isPartOf:"The journal of finance : the journal of the American Finance Association"
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Search: subject_exact:"Estimation theory"
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Monte-Carlo-Simulation
United States
Estimation theory
31
Schätztheorie
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CAPM
15
USA
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Börsenkurs
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1926-1987
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Aït-Sahalia, Yacine
1
Baillie, Richard
1
Bollerslev, Tim
1
Braun, Phillip A.
1
Chan, K. C.
1
Chan, Kalok
1
Diebold, Francis X.
1
Ferson, Wayne E.
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Gardeazabal, Javier
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Harvey, Campbell R.
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Ready, Mark J.
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Sunier, Alain M.
1
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1
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The journal of finance : the journal of the American Finance Association
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
113
Journal of econometrics
69
Working paper / National Bureau of Economic Research, Inc.
46
The review of economics and statistics
44
Economics letters
39
Econometric reviews
27
Applied economics
24
Journal of applied econometrics
24
Computational economics
22
American journal of agricultural economics
21
Discussion paper / Tinbergen Institute
21
NBER working paper series
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Discussion paper series / IZA
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
19
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
18
Applied economics letters
17
CEMMAP working papers / Centre for Microdata Methods and Practice
17
Journal of financial and quantitative analysis : JFQA
16
The econometrics journal
16
The journal of futures markets
15
The review of financial studies
15
International journal of forecasting
14
NBER Working Paper
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Technical working paper / National Bureau of Economic Research
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Econometric theory
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Working paper
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CREATES research paper
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Economic modelling
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Journal of macroeconomics
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Oxford bulletin of economics and statistics
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Discussion paper / Centre for Economic Policy Research
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European journal of operational research : EJOR
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Journal of forecasting
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Journal of money, credit and banking : JMCB
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Journal of productivity analysis
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Journal of the American Statistical Association : JASA
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1
Two-pass tests of asset pricing models with useless factors
Kan, Raymond
;
Zhang, Chu
- In:
The journal of finance : the journal of the American …
54
(
1999
)
1
,
pp. 203-235
Persistent link: https://www.econbiz.de/10001355207
Saved in:
2
Conditioning variables and the cross section of stock returns
Ferson, Wayne E.
;
Harvey, Campbell R.
- In:
The journal of finance : the journal of the American …
54
(
1999
)
4
,
pp. 1325-1360
Persistent link: https://www.econbiz.de/10001395766
Saved in:
3
Nonparametric estimation of state-price densities implicit in financial asset prices
Aït-Sahalia, Yacine
- In:
The journal of finance : the journal of the American …
53
(
1998
)
2
,
pp. 499-547
Persistent link: https://www.econbiz.de/10001238271
Saved in:
4
On the robustness of size and book-to-market in cross-sectional regressions
Knez, Peter J.
- In:
The journal of finance : the journal of the American …
52
(
1997
)
4
,
pp. 1355-1382
Persistent link: https://www.econbiz.de/10001227649
Saved in:
5
Time-varying expected returns in international bond markets
Ilmanen, Antti
- In:
The journal of finance : the journal of the American …
50
(
1995
)
2
,
pp. 481-506
Persistent link: https://www.econbiz.de/10001184817
Saved in:
6
Good news, bad news, volatility, and betas
Braun, Phillip A.
- In:
The journal of finance : the journal of the American …
50
(
1995
)
5
,
pp. 1575-1603
Persistent link: https://www.econbiz.de/10001191709
Saved in:
7
Predictability of stock returns : robustness and economic significance
Pesaran, M. Hashem
- In:
The journal of finance : the journal of the American …
50
(
1995
)
4
,
pp. 1201-1228
Persistent link: https://www.econbiz.de/10001191734
Saved in:
8
On cointegration and exchange rate dynamics
Diebold, Francis X.
- In:
The journal of finance : the journal of the American …
49
(
1994
)
2
,
pp. 727-735
Persistent link: https://www.econbiz.de/10001169036
Saved in:
9
Cointegration, fractional cointegration, and exchange rate dynamics
Baillie, Richard
- In:
The journal of finance : the journal of the American …
49
(
1994
)
2
,
pp. 737-745
Persistent link: https://www.econbiz.de/10001169038
Saved in:
10
Imperfect information and cross-autocorrelation among stock prices
Chan, Kalok
- In:
The journal of finance : the journal of the American …
48
(
1993
)
4
,
pp. 1211-1230
Persistent link: https://www.econbiz.de/10001152161
Saved in:
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