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  • Search: subject:"conditional models"
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Year of publication
Subject
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conditional models 12 Conditional models 9 Portfolio selection 7 Portfolio-Management 7 Capital income 6 Investment Fund 6 Investmentfonds 6 Kapitaleinkommen 6 CAPM 4 Estimation 4 Marginal models 4 Schätzung 4 Theorie 4 Theory 4 Anlageverhalten 3 Behavioural finance 3 Estimation theory 3 Familial aggregation 3 Partial likelihood 3 Proportional hazards model 3 Quadratic exponential form 3 Schätztheorie 3 Second level nesting 3 Second-order methods 3 Aktienmarkt 2 Beta risk 2 Betafaktor 2 Financial crisis 2 Finanzkrise 2 Fund performance evaluation 2 Großbritannien 2 India 2 Indien 2 Lasso 2 Lasso and Post-Lasso with functional response data 2 Market regimes 2 Markov-switching conditional models 2 Money demand 2 Mutual fund performance 2 Performance measurement 2
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Online availability
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Undetermined 10 Free 9
Type of publication
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Article 19 Book / Working Paper 8
Type of publication (narrower categories)
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Article in journal 12 Aufsatz in Zeitschrift 12 Working Paper 4 Arbeitspapier 2 Graue Literatur 2 Non-commercial literature 2 Thesis 1
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Language
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English 19 Undetermined 8
Author
All
Areal, Nelson 3 Bonney, George E. 3 Cortez, Maria Ceu 3 Kötting, Joachim 3 Leite, Paulo 3 Odai, Reginald N. O. 3 Silva, Florinda 3 Urfer, Wolfgang 3 Belloni, Alexandre 2 Chernozhukov, Victor 2 Ericsson, Neil R. 2 Gallali, Med Imen 2 Théoret, Raymond 2 Zahraa, Raggad 2 Chu, Patrick Kuok-kun 1 Cortez, Maria 1 Cortez, Maria Céu 1 Eitrheim, ûyvind 1 Fernández Val, Iván 1 Fernández-Val, Iván 1 Fletcher, Jonathan 1 Galeano, Arlen Yahir Guarin 1 Goyal, Anisha 1 Guermat, Cherif 1 Hansen, Christian 1 Hansen, Christian Bailey 1 Hassan, Andrés Ramírez 1 He, W. 1 Hendry, David F. 1 Ihara, Masamori 1 Kano, Yutaka 1 Khera, Aastha 1 Mathematics and Statistics 1 McKenzie, Michael 1 Mohanasundaram, S. 1 Neerchal, Nagaraj K 1 Newcomer, Justin Travis 1 Racicot, Francois-Éric 1 Racicot, François-Éric 1 Statistics 1
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Institution
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Départment des sciences administratives, Université du Québec en Outaouais (UQO) 1 Institut für Wirtschafts- und Sozialstatistik, Universität Dortmund 1 UNIVERSIDAD EAFIT 1
Published in...
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Empirical Economics 2 Applied economics letters 1 CEMMAP working papers / Centre for Microdata Methods and Practice 1 Computational Statistics & Data Analysis 1 Copernican Journal of Finance & Accounting : CJF&A 1 DOCUMENTOS DE TRABAJO CIEF 1 Empirica : journal of european economics 1 Financial Markets and Portfolio Management 1 Financial markets and portfolio management 1 International Journal of Financial Services Management 1 International journal of finance & economics : IJFE 1 International journal of financial services management : IJFSM 1 International journal of management practice : IJMP 1 International review of financial analysis 1 Journal of derivatives & hedge funds 1 RePAd Working Paper Series 1 Review of Pacific Basin Financial Markets and Policies (RPBFMP) 1 Spanish journal of finance and accounting 1 Statistics & Probability Letters 1 Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet 1 Technical Report 1 Technical Reports / Institut für Wirtschafts- und Sozialstatistik, Universität Dortmund 1 Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund 1 The North American journal of economics and finance : a journal of financial economics studies 1 cemmap working paper 1
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Source
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ECONIS (ZBW) 14 RePEc 10 EconStor 2 BASE 1
Showing 1 - 10 of 27
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Performance and investment styles of international multi-asset funds during market crises
Leite, Paulo - In: Empirica : journal of european economics 51 (2024) 3, pp. 783-805
Persistent link: https://www.econbiz.de/10015078706
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A conditional higher-moment CAPM
Vendrame, Vasco; Guermat, Cherif; Tucker, Jon - In: International review of financial analysis 86 (2023), pp. 1-14
Persistent link: https://www.econbiz.de/10014248411
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Market timing abilities of large-cap equity mutual fund managers : evidence from india
Veeravel, V.; Mohanasundaram, S. - In: Copernican Journal of Finance & Accounting : CJF&A 9 (2020) 4, pp. 87-99
Persistent link: https://www.econbiz.de/10012607937
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Capturing the stock market volatility : a study of sectoral indices in India using symmetric GARCH models
Khera, Aastha; Goyal, Anisha; Yadav, Miklesh Prasad - In: International journal of management practice : IJMP 15 (2022) 6, pp. 820-833
Persistent link: https://www.econbiz.de/10013415146
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Investment and profitability factors in mutual fund performance evaluation : a conditional approach
Leite, Paulo; Cortez, Maria Ceu - In: Applied economics letters 27 (2020) 16, pp. 1312-1315
Persistent link: https://www.econbiz.de/10012267128
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Program evaluation with high-dimensional data
Belloni, Alexandre; Chernozhukov, Victor; Fernández … - 2013
In the first part of the paper, we consider estimation and inference on policy relevant treatment effects, such as local average and local quantile treatment effects, in a data-rich environment where there may be many more control variables available than there are observations. In addition to...
Persistent link: https://www.econbiz.de/10010368202
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Program evaluation with high-dimensional data
Belloni, Alexandre; Chernozhukov, Victor; … - 2013
In the first part of the paper, we consider estimation and inference on policy relevant treatment effects, such as local average and local quantile treatment effects, in a data-rich environment where there may be many more control variables available than there are observations. In addition to...
Persistent link: https://www.econbiz.de/10010227452
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Betas V characteristics : do stock characteristics enhance the investment opportunity set in U.K. stock returns?
Fletcher, Jonathan - In: The North American journal of economics and finance : a … 46 (2018), pp. 114-129
Persistent link: https://www.econbiz.de/10012036611
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The conditional performance of Euro bond funds : evidence from Portugal during the debt crisis
Leite, Paulo; Cortez, Maria Ceu - In: Spanish journal of finance and accounting 46 (2017) 2/174, pp. 212-226
Persistent link: https://www.econbiz.de/10012128183
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Modelos multinomiales: un análisis de sus propiedades
Galeano, Arlen Yahir Guarin; Hassan, Andrés Ramírez; … - UNIVERSIDAD EAFIT - 2011
hand, conditional models with small sample sizes imply bad statistical properties, especially when Probit models are …
Persistent link: https://www.econbiz.de/10010762783
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