//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
type_genre:"Working Paper"
~person:"Grassi, Stefano"
~type_genre:"Conference paper"
~type_genre:"Forschungsbericht"
~type_genre:"Sammlung"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Beta-Faktor"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
ARCH model
3
ARCH-Modell
3
Asset Pricing
3
Beta risk
3
Betafaktor
3
Börsenkurs
3
CAPM
3
Capital income
3
Cholesky decomposition
3
Estimation
3
Estimation theory
3
Kapitaleinkommen
3
Multivariate GARCH
3
Schätztheorie
3
Schätzung
3
Share price
3
Time Varying Beta
3
Time series analysis
3
Two Pass Regression
3
Zeitreihenanalyse
3
more ...
less ...
Online availability
All
Free
3
Type of publication
All
Book / Working Paper
3
Type of publication (narrower categories)
All
Working Paper
Conference paper
Forschungsbericht
Sammlung
Arbeitspapier
3
Graue Literatur
3
Non-commercial literature
3
Language
All
English
3
Author
All
Grassi, Stefano
Gollier, Christian
16
Bollerslev, Tim
6
Franzoni, Francesco
6
Wu, Jin
6
Andersen, Torben
5
Campbell, John Y.
5
Diebold, Francis X.
5
Adrian, Tobias
4
Polk, Christopher
4
Vuolteenaho, Tuomo
4
Zhang, Lu
4
Alles, Lakshman
3
Bianchi, Francesco
3
Christoffersen, Peter F.
3
Dietz, Simon
3
Fournier, Mathieu
3
Guvenen, Fatih
3
Hollstein, Fabian
3
Huang, Shiyang
3
Husmann, Sven
3
Kessler, Louise
3
Korn, Olaf
3
Kuntz, Laura-Chloé
3
Kurz-Kim, Jeong-Ryeol
3
Lou, Dong
3
Lunde, Asger
3
Orbe-Mandaluniz, Susan
3
Petzev, Ivan
3
Prokopczuk, Marcel
3
Schrimpf, Andreas
3
Schulhofer-Wohl, Sam
3
Song, Jae
3
Theissen, Erik
3
Todorov, Viktor
3
Violante, Francesco
3
Wagner, Alexander F.
3
Wang, Weining
3
Yogo, Motohiro
3
Abberger, Klaus
2
more ...
less ...
Published in...
All
CEIS Tor Vergata research papers : CEIS Tor Vergata research paper series
1
CREATES research paper
1
Working paper series
1
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Asset pricing using block-cholesky GARCH and time-varying betas
Grassi, Stefano
;
Violante, Francesco
-
2021
Persistent link: https://www.econbiz.de/10012620745
Saved in:
2
Asset pricing using Block-Cholesky GARCH and time-varying betas
Grassi, Stefano
;
Violante, Francesco
-
2021
Persistent link: https://www.econbiz.de/10012543884
Saved in:
3
Asset pricing using Block-Cholesky GARCH and time-varying betas
Grassi, Stefano
;
Violante, Francesco
-
2021
Persistent link: https://www.econbiz.de/10012487978
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->