//--> //--> //--> //-->
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
~isPartOf:"International review of economics & finance : IREF"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~subject:"CAPM"
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:"Estimation"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
CAPM
Estimation
847
Schätzung
846
Theorie
282
Theory
282
Volatility
171
Volatilität
171
Capital income
164
Kapitaleinkommen
164
USA
143
United States
142
Estimation theory
136
Schätztheorie
136
Börsenkurs
135
Share price
135
Time series analysis
135
Zeitreihenanalyse
135
Forecasting model
104
Prognoseverfahren
104
Stock market
101
Aktienmarkt
100
Welt
76
World
76
Nichtparametrisches Verfahren
74
Nonparametric statistics
74
Exchange rate
70
Wechselkurs
68
ARCH model
65
ARCH-Modell
65
Panel
65
Panel study
65
Regression analysis
62
Regressionsanalyse
62
Cointegration
59
Kointegration
59
Portfolio selection
51
Portfolio-Management
51
Risiko
50
Risk
50
VAR model
46
more ...
less ...
Online availability
All
Undetermined
27
Type of publication
All
Article
50
Type of publication (narrower categories)
All
Article in journal
49
Aufsatz in Zeitschrift
49
Language
All
English
50
Author
All
Hueng, C. James
2
Rubio, Gonzalo
2
Su, Liangjun
2
Urga, Giovanni
2
Alexeev, Vitali
1
Andersen, Torben
1
Arakelyan, Armen
1
Barone-Adesi, Giovanni
1
Bianchi, Daniele
1
Bibinger, Markus
1
Bollerslev, Tim
1
Bouaddi, Mohammed
1
Byun, Suk Joon
1
Cederburg, Scott
1
Chai, Daniel
1
Chang, Shu-Hwa
1
Chen, Ming Chieh
1
Chen, Qi-an
1
Chen, Shou
1
Chen, Thomas P.
1
Chen, Yin-jung
1
Chiah, Mardy
1
Dēmos, Antōnēs A.
1
Escanciano, Juan Carlos
1
Faff, Robert W.
1
Fang, Zhongzheng
1
Favero, Carlo A.
1
Fusari, Nicola
1
Gagliardini, Patrick
1
Gao, Bin
1
Gharghori, Philip
1
Ghysels, Eric
1
Gordon, Stephen F.
1
Gouriéroux, Christian
1
Gregory, Richard P.
1
Guidolin, Massimo
1
Gungor, Sermin
1
Hautsch, Nikolaus
1
He, Hongbo
1
He, William Peng
1
more ...
less ...
Published in...
All
International review of economics & finance : IREF
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Journal of financial economics
75
Journal of empirical finance
52
Working paper / National Bureau of Economic Research, Inc.
49
Journal of banking & finance
45
NBER working paper series
42
Finance research letters
40
International review of financial analysis
40
NBER Working Paper
31
The journal of finance : the journal of the American Finance Association
30
Applied economics
29
Journal of international financial markets, institutions & money
28
Pacific-Basin finance journal
27
Journal of international money and finance
26
Management science : journal of the Institute for Operations Research and the Management Sciences
25
The North American journal of economics and finance : a journal of financial economics studies
25
Economic modelling
23
Applied financial economics
22
Journal of financial and quantitative analysis : JFQA
22
Research paper series / Swiss Finance Institute
22
The review of financial studies
20
The European journal of finance
19
Journal of econometrics
18
Review of quantitative finance and accounting
18
Research in international business and finance
17
Discussion paper / Centre for Economic Policy Research
15
Discussion papers / CEPR
15
Journal of risk and financial management : JRFM
14
Journal of economic dynamics & control
13
Review of finance : journal of the European Finance Association
13
The journal of asset management
13
Working paper
13
CESifo working papers
12
Economics letters
12
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
12
International journal of finance & economics : IJFE
11
Review of financial economics : RFE
11
Accounting and finance : journal of the Accounting Association of Australia and New Zealand
10
Applied economics letters
10
more ...
less ...
Source
All
ECONIS (ZBW)
50
Showing
1
-
10
of
50
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Risk premiums from temperature trends
Gregory, Richard P.
- In:
International review of economics & finance : IREF
91
(
2024
),
pp. 505-525
Persistent link: https://www.econbiz.de/10014492235
Saved in:
2
On the conditional performance of the IVOL anomaly
Wang, Jianqiu
;
Wu, Ke
;
Pan, Jiening
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 337-350
Persistent link: https://www.econbiz.de/10014446453
Saved in:
3
How far can the long-run risk model with durable goods explain the variation of the yield curve?
Ikeda, Ryoichi
;
Igarashi, Yoske
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 444-459
Persistent link: https://www.econbiz.de/10014446473
Saved in:
4
Output gap and consumption risk on the cross-section of stock returns in Korea
Lee, Byeung-Joo
;
Kwon, Ji Ho
- In:
International review of economics & finance : IREF
88
(
2023
),
pp. 1020-1034
Persistent link: https://www.econbiz.de/10014475088
Saved in:
5
The value-growth premium in a time-varying risk return framework
Park, Keehwan
;
Jung, Mookwon
;
Fang, Zhongzheng
- In:
International review of economics & finance : IREF
88
(
2023
),
pp. 1500-1512
Persistent link: https://www.econbiz.de/10014475293
Saved in:
6
How does exchange rate elasticity of aggregate consumption adjust currency risk price in the stock market?
Chen, Qi-an
;
Li, Huashi
- In:
International review of economics & finance : IREF
84
(
2023
),
pp. 590-610
Persistent link: https://www.econbiz.de/10014364123
Saved in:
7
Another look at sources of momentum profits
Chai, Daniel
;
Chiah, Mardy
;
Zhong, Angel
;
Li, Bob
- In:
International review of economics & finance : IREF
79
(
2022
),
pp. 310-323
Persistent link: https://www.econbiz.de/10013343411
Saved in:
8
The dispersion of beta estimates and the investors’ heterogeneous Belief : evidence from the stock market in China
Hong, Jiawei
;
Yu, Xiaojian
;
Xiao, Weilin
;
Zhang, Xili
- In:
International review of economics & finance : IREF
79
(
2022
),
pp. 540-550
Persistent link: https://www.econbiz.de/10013345756
Saved in:
9
Risk, ambiguity, and equity premium : international evidence
Kim, Eung-Bin
;
Byun, Suk Joon
- In:
International review of economics & finance : IREF
76
(
2021
),
pp. 321-335
Persistent link: https://www.econbiz.de/10013175824
Saved in:
10
Testing alphas in conditional time-varying factor models with high-dimensional assets
Ma, Shujie
;
Lan, Wei
;
Su, Liangjun
;
Tsai, Chih-Ling
- In:
Journal of business & economic statistics : JBES ; a …
38
(
2020
)
1
,
pp. 214-227
Persistent link: https://www.econbiz.de/10012179549
Saved in:
1
2
3
4
5
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->