//--> //--> //-->
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
~person:"Scaillet, Olivier"
~language:"eng"
~type_genre:"Aufsatz in Zeitschrift"
~subject:"Risk premium"
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:"Statistik"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Risk premium
Nichtparametrisches Verfahren
13
Nonparametric statistics
13
Theorie
10
Theory
10
Estimation theory
9
Schätztheorie
9
IV-Schätzung
4
Instrumental variables
4
Regression analysis
4
Regressionsanalyse
4
Bootstrap approach
3
Bootstrap-Verfahren
3
Estimation
3
Portfolio selection
3
Portfolio-Management
3
Risikomaß
3
Risk measure
3
Schätzung
3
Statistical test
3
Statistischer Test
3
Time series analysis
3
Zeitreihenanalyse
3
Capital income
2
Core
2
Credit risk
2
Econometrics
2
Kapitaleinkommen
2
Kreditrisiko
2
Mathematical programming
2
Mathematische Optimierung
2
Method of moments
2
Momentenmethode
2
Monte Carlo simulation
2
Monte-Carlo-Simulation
2
Nichtlineare Regression
2
Nonlinear regression
2
Risikomanagement
2
Risikoprämie
2
Risk management
2
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Aufsatz in Zeitschrift
Arbeitspapier
2
Article in journal
2
Graue Literatur
2
Non-commercial literature
2
Working Paper
2
Language
All
English
Author
All
Scaillet, Olivier
Gupta, Rangan
8
Kleibergen, Frank
7
Kong, Lingwei
5
Wohar, Mark E.
5
Zhan, Zhaoguo
5
Almeida, Caio
4
Ardison, Kym
4
Cho, Dooyeon
4
Garcia, René
4
Vicente, Jose
4
Baillie, Richard
3
Khalaf, Lynda
3
Panopulu, Aikaterinē
3
Smith, Simon C.
3
Wang, Yudong
3
Zaffaroni, Paolo
3
Byrne, Joseph P.
2
Chernov, Mikhail
2
Eraker, Bjørn
2
Guidolin, Massimo
2
Kan, Raymond
2
Kang, Kyu Ho
2
Kim, Kun Ho
2
Majumdar, Anandamayee
2
Meligkotsidou, Loukia
2
Meyer-Gohde, Alexander
2
Miao, Jianjun
2
Pettenuzzo, Davide
2
Peñaranda, Francisco
2
Ravazzolo, Francesco
2
Robotti, Cesare
2
Suleman, Tahir
2
Timmermann, Allan
2
Vrontos, Ioannis D.
2
Vrontos, Spyridon D.
2
Zhou, Guofu
2
Zviadadze, Irina
2
Abdymomunov, Azamat
1
Agliardi, Elettra
1
more ...
less ...
Published in...
All
Journal of econometrics
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
Relevance
Date (newest first)
Date (oldest first)
1
A penalized two-pass regression to predict stock returns with time-varying risk premia
Bakalli, Gaetan
;
Guerrier, Stéphane
;
Scaillet, Olivier
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014471822
Saved in:
2
Comment on: nonparametric tail risk, stock returns, and the macroeconomy
Camponovo, Lorenzo
;
Scaillet, Olivier
;
Trojani, Fabio
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
3
,
pp. 377-387
Persistent link: https://www.econbiz.de/10011987504
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->