//--> //--> //-->
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:"Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics"
~subject:"Time series analysis"
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:"CAPM"
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
Time series analysis
CAPM
46
Theorie
42
Theory
42
Risikoprämie
6
Risk premium
6
Capital income
5
Estimation
5
Estimation theory
5
Kapitaleinkommen
5
Schätztheorie
5
Schätzung
5
USA
5
United States
5
Consumption theory
4
Incomplete market
4
Konsumtheorie
4
Method of moments
4
Modellierung
4
Momentenmethode
4
Portfolio selection
4
Portfolio-Management
4
Scientific modelling
4
Unvollkommener Markt
4
Asset pricing
3
Bubbles
3
Rational expectations
3
Rationale Erwartung
3
Spekulationsblase
3
Yield curve
3
Zeitreihenanalyse
3
Zinsstruktur
3
ARCH model
2
ARCH-Modell
2
Börsenkurs
2
Derivat
2
Derivative
2
Discounting
2
Diskontierung
2
Dynamic programming
2
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
3
Type of publication (narrower categories)
All
Article in journal
3
Aufsatz in Zeitschrift
3
Language
All
English
3
Author
All
Gospodinov, Nikolaj
1
Hussey, Robert Miller
1
Kan, Raymond
1
Nelson, Daniel B.
1
Robotti, Cesare
1
Tauchen, George Eugene
1
Published in...
All
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
Journal of econometrics
15
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
11
Working paper / National Bureau of Economic Research, Inc.
10
Journal of financial economics
9
NBER working paper series
8
Journal of empirical finance
7
Applied economics
6
CREATES research paper
6
The journal of finance : the journal of the American Finance Association
6
Management science : journal of the Institute for Operations Research and the Management Sciences
5
NBER Working Paper
4
Annals of finance
3
CESifo working papers
3
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
3
Econometrics : open access journal
3
Economics letters
3
Finance research letters
3
International journal of forecasting
3
Journal of banking & finance
3
Journal of economic dynamics & control
3
Journal of international financial markets, institutions & money
3
SFB 649 discussion paper
3
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
3
The review of financial studies
3
Working papers / Federal Reserve Bank of Atlanta
3
Annals of financial economics
2
Applied financial economics letters
2
Australian journal of management
2
Cahier / Départment de Sciences Économiques, Université de Montréal
2
Cambridge working papers in economics
2
Computational economics
2
Discussion paper / Center for Economic Research, Tilburg University
2
Discussion paper / Centre for Economic Policy Research
2
Discussion paper / Department of Economics, The University of Western Australia
2
Discussion papers in economics
2
Economic modelling
2
Europäische Hochschulschriften / 5
2
Gabler Edition Wissenschaft
2
Handbook of the equity risk premium
2
more ...
less ...
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Spurious inference in reduced-rank asset-pricing models
Gospodinov, Nikolaj
;
Kan, Raymond
;
Robotti, Cesare
- In:
Econometrica : journal of the Econometric Society, an …
85
(
2017
)
5
,
pp. 1613-1628
Persistent link: https://www.econbiz.de/10011791596
Saved in:
2
Quadrature-based methods for obtaining approximate solutions to nonlinear asset pricing models
Tauchen, George Eugene
- In:
Econometrica : journal of the Econometric Society, an …
59
(
1991
)
2
,
pp. 371-396
Persistent link: https://www.econbiz.de/10001101891
Saved in:
3
Conditional heteroskedasticity in asset returns : a new approach
Nelson, Daniel B.
- In:
Econometrica : journal of the Econometric Society, an …
59
(
1991
)
2
,
pp. 347-370
Persistent link: https://www.econbiz.de/10001101893
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->