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subject:"United Kingdom"
~person:"Bekaert, Geert"
~person:"Kristensen, Dennis"
~subject:"Risikoprämie"
~type_genre:"Article in journal"
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United Kingdom
Risikoprämie
Estimation theory
26
Schätztheorie
26
Nichtparametrisches Verfahren
8
Nonparametric statistics
8
Estimation
7
Schätzung
7
Theorie
6
Theory
6
Time series analysis
5
Zeitreihenanalyse
5
Statistical test
4
Statistischer Test
4
ARCH model
3
ARCH-Modell
3
Großbritannien
3
Simulation
3
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3
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3
USA
3
United States
3
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2
Autokorrelation
2
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2
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2
Expectation formation
2
Financial market
2
Finanzmarkt
2
Germany
2
Induktive Statistik
2
Kapitaleinkommen
2
Kointegration
2
Korrelation
2
Maximum likelihood estimation
2
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2
Nichtlineare Regression
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English
5
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Bekaert, Geert
Kristensen, Dennis
Kleibergen, Frank
5
Kong, Lingwei
5
Zhan, Zhaoguo
5
Cuthbertson, Keith
4
Patterson, Kerry D.
4
Baillie, Richard
3
Bhattacharyya, Dilip K.
3
Blundell, Richard W.
3
Chambers, Marcus J.
3
Ericsson, Neil R.
3
Khalaf, Lynda
3
Mills, Terence C.
3
Paul, M. Thomas
3
Allen, David E.
2
Ang, Andrew
2
Ashtekar, Medha
2
Bollerslev, Tim
2
Brahimi, Brahim
2
Burton, Michael P.
2
Caporale, Guglielmo Maria
2
Cunningham, Alastair W. F.
2
Engle, Robert F.
2
Gasparro, David
2
Hammami, Yacine
2
Hendry, David F.
2
Henry, S. G. B.
2
Hodrick, Robert J.
2
Johansen, Søren
2
Jones, Andrew M.
2
Kan, Raymond
2
Kapetanios, George
2
Lee, Kevin C.
2
Lewbel, Arthur
2
McAleer, Michael
2
Mumtaz, Haroon
2
Nowman, Kalid Ben
2
Osborn, Denise R.
2
Oxley, Les
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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
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of financial economics
1
Journal of international money and finance
1
Journal of monetary economics
1
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ECONIS (ZBW)
5
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1
Testing conditional factor models
Ang, Andrew
;
Kristensen, Dennis
- In:
Journal of financial economics
106
(
2012
)
1
,
pp. 132-156
Persistent link: https://www.econbiz.de/10009666667
Saved in:
2
Semi-nonparametric IV estimation of shape-invariant Engel curves
Blundell, Richard W.
;
Chen, Xiaohong
;
Kristensen, Dennis
- In:
Econometrica : journal of the Econometric Society, an …
75
(
2007
)
6
,
pp. 1613-1669
Persistent link: https://www.econbiz.de/10003611846
Saved in:
3
Regime switching in interest rates
Ang, Andrew
;
Bekaert, Geert
- In:
Journal of business & economic statistics : JBES ; a …
20
(
2002
)
2
,
pp. 163-182
Persistent link: https://www.econbiz.de/10001660371
Saved in:
4
Peso problem explanations for term structure anomalies
Bekaert, Geert
;
Hodrick, Robert J.
;
Marshall, David Aaron
- In:
Journal of monetary economics
48
(
2001
)
2
,
pp. 241-270
Persistent link: https://www.econbiz.de/10001610860
Saved in:
5
On biases in the measurement of foreign exchange risk premiums
Bekaert, Geert
- In:
Journal of international money and finance
12
(
1993
)
2
,
pp. 115-138
Persistent link: https://www.econbiz.de/10001141909
Saved in:
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