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~isPartOf:"Journal of empirical finance"
~subject:"Estimation"
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Estimation
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CAPM
162
Capital income
84
Kapitaleinkommen
84
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75
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53
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53
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Journal of empirical finance
NBER working paper series
240
Working paper / National Bureau of Economic Research, Inc.
201
Journal of financial economics
199
NBER Working Paper
177
The journal of finance : the journal of the American Finance Association
165
Journal of banking & finance
148
The review of financial studies
148
Journal of economic dynamics & control
124
Finance research letters
101
Journal of financial and quantitative analysis : JFQA
80
Mathematical finance : an international journal of mathematics, statistics and financial theory
77
International review of financial analysis
74
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70
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61
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58
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57
Journal of international money and finance
56
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55
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54
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53
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52
Finance and stochastics
51
Economic modelling
46
International journal of theoretical and applied finance
45
Journal of international financial markets, institutions & money
45
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
44
Working paper
43
Discussion papers / CEPR
42
The European journal of finance
42
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
42
The journal of futures markets
41
Annals of finance
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Pacific-Basin finance journal
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Swiss Finance Institute Research Paper
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Applied financial economics
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91
Winter blues and time variation in the price of risk
Garrett, Ian
;
Kamstra, Mark J.
;
Kramer, Lisa A.
- In:
Journal of empirical finance
12
(
2005
)
2
,
pp. 291-316
Persistent link: https://www.econbiz.de/10002685123
Saved in:
92
Evaluating the importance of missing risk factors using the optimal orthogonal portfolio approach
Asgharian, Hossein
;
Hansson, Björn A.
- In:
Journal of empirical finance
12
(
2005
)
4
,
pp. 556-575
Persistent link: https://www.econbiz.de/10003144785
Saved in:
93
Regime-switching stochastic volatility and short-term interest rates
Kalimipalli, Madhu
;
Susmel, Raul
- In:
Journal of empirical finance
11
(
2004
)
3
,
pp. 309-329
Persistent link: https://www.econbiz.de/10002050344
Saved in:
94
Measuring and modeling systematic risk in factor pricing models using high-frequency data
Bollerslev, Tim
;
Zhang, Benjamin Y. B.
- In:
Journal of empirical finance
10
(
2003
)
5
,
pp. 533-558
Persistent link: https://www.econbiz.de/10001806961
Saved in:
95
Nonparametric tests of conditional mean-variance efficiency of a benchmark portofolio
Wang, Q. Kevin
- In:
Journal of empirical finance
9
(
2002
)
2
,
pp. 133-169
Persistent link: https://www.econbiz.de/10001655784
Saved in:
96
The independence axiom and asset returns
Epstein, Larry G.
;
Zin, Stanley E.
- In:
Journal of empirical finance
8
(
2001
)
5
,
pp. 537-572
Persistent link: https://www.econbiz.de/10001655354
Saved in:
97
Tests of asset-pricing models : how important is the iid-normal assumption
Groenewold, Nicolaas
;
Fraser, Patricia
- In:
Journal of empirical finance
8
(
2001
)
4
,
pp. 427-449
Persistent link: https://www.econbiz.de/10001607068
Saved in:
98
Testing for mean-variance spanning : a survey
Roon, Frans de
;
Nijman, Theodore E.
- In:
Journal of empirical finance
8
(
2001
)
2
,
pp. 111-155
Persistent link: https://www.econbiz.de/10001575265
Saved in:
99
Testing multi-beta asset pricing models
Velu, Raja P.
;
Zhou, Guofu
- In:
Journal of empirical finance
6
(
1999
)
3
,
pp. 219-241
Persistent link: https://www.econbiz.de/10001426357
Saved in:
100
An empirical analysis of intertemporal asset pricing models with transaction costs and habit persistence
Marquering, Wessel A.
;
Verbeek, Marno
- In:
Journal of empirical finance
6
(
1999
)
3
,
pp. 243-265
Persistent link: https://www.econbiz.de/10001426363
Saved in:
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