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~person:"Aït-Sahalia, Yacine"
~person:"Karolyi, G. Andrew"
~person:"Tse, Yiu Kuen"
~subject:"CAPM"
~subject:"Estimation"
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CAPM
Estimation
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22
Derivative
22
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10
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9
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9
Hedging
6
Japan
6
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6
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6
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4
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13
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Aït-Sahalia, Yacine
Karolyi, G. Andrew
Tse, Yiu Kuen
Hull, John
28
Gouriéroux, Christian
15
Gagliardini, Patrick
11
Bodie, Zvi
9
Bühler, Wolfgang
8
Boudoukh, Jacob
7
Jarrow, Robert A.
7
Lien, Da-hsiang Donald
7
Madan, Dilip B.
7
Richardson, Matthew
7
Whitelaw, Robert F.
7
Boyle, Phelim P.
6
Fabozzi, Frank J.
6
Kane, Alex
6
Korn, Olaf
6
Lee, Cheng F.
6
Lioui, Abraham
6
Lo, Andrew W.
6
Marcus, Alan J.
6
Poncet, Patrice
6
Renault, Eric
6
Białkowski, Je̜drzej
5
Chen, Ren-Raw
5
Leistikow, Dean
5
Miffre, Joëlle
5
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4
Bartram, Söhnke M.
4
Dungey, Mardi H.
4
Escobar, Marcos
4
Gong, Feixue
4
Hvozdyk, Lyudmyla
4
Jackwerth, Jens Carsten
4
Jakubowski, Jacek
4
Jong, Frank de
4
Mader, Wolfgang
4
Phelan, Gregory
4
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4
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2
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2
Advances in investment analysis and portfolio management : a research annual
1
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1
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 empirical finance
1
The Japanese economic review : the journal of the Japanese Economic Association
1
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1
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ECONIS (ZBW)
13
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1
The impact of the introduction of the euro on foreign exchange rate risk exposures
Bartram, Söhnke M.
(
contributor
); …
-
2005
Persistent link: https://www.econbiz.de/10002659953
Saved in:
2
The impact of the introduction of the Euro on foreign exchange rate risk exposures
Bartram, Söhnke M.
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001786264
Saved in:
3
The lead-lag relation between the S&P500 spot and futures markets : an intraday-data analysis using a threshold regression model
Tse, Yiu Kuen
;
Chan, Wai-Sum
- In:
The Japanese economic review : the journal of the …
61
(
2010
)
1
,
pp. 133-144
Persistent link: https://www.econbiz.de/10003980315
Saved in:
4
The impact of the introduction of the Euro on foreign exchange rate risk exposures
Bartram, Söhnke M.
;
Karolyi, G. Andrew
- In:
Journal of empirical finance
13
(
2006
)
4/5
,
pp. 519-549
Persistent link: https://www.econbiz.de/10003370863
Saved in:
5
Hedging downside risk with futures contracts
Lien, Da-hsiang Donald
;
Tse, Yiu Kuen
- In:
Applied financial economics
10
(
2000
)
2
,
pp. 163-170
Persistent link: https://www.econbiz.de/10001526213
Saved in:
6
A note on the length effect of futures hedging
Lien, Da-hsiang Donald
;
Tse, Yiu Kuen
- In:
Advances in investment analysis and portfolio …
7
(
2000
),
pp. 131-143
Persistent link: https://www.econbiz.de/10001542589
Saved in:
7
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:
8
Hedging time-varying downside risk
Lien, Da-hsiang Donald
- In:
The journal of futures markets
18
(
1998
)
6
,
pp. 705-722
Persistent link: https://www.econbiz.de/10001249191
Saved in:
9
Nonparametric pricing of interest rate derivative securities
Aït-Sahalia, Yacine
- In:
Econometrica : journal of the Econometric Society, an …
64
(
1996
)
3
,
pp. 527-560
Persistent link: https://www.econbiz.de/10001199899
Saved in:
10
Nonparametric estimation of state-price densities implicit in financial asset prices
Aït-Sahalia, Yacine
;
Lo, Andrew W.
-
1995
Persistent link: https://www.econbiz.de/10000935916
Saved in:
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