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~type_genre:"Forschungsbericht"
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Search: subject_exact:"Kapitalmarktrendite"
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Capital market returns
7
Kapitalmarktrendite
7
Estimation
4
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4
USA
4
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4
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3
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Journal of applied econometrics
The review of financial studies
125
Journal of financial and quantitative analysis : JFQA
90
The journal of futures markets
52
The journal of finance : the journal of the American Finance Association
51
Journal of financial economics
47
Journal of banking & finance
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Finance research letters
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Pacific-Basin finance journal
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International review of finance
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Corporate finance : Finanzierung, Kapitalmarkt, Bewertung, Mergers & Acquisitions
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International review of financial analysis
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Finance India : the quarterly journal of Indian Institute of Finance
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Review of finance : journal of the European Finance Association
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International review of economics & finance : IREF
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Review of asset pricing studies
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The North American journal of economics and finance : a journal of financial economics studies
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Journal of risk and financial management : JRFM
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Economics letters
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Australian journal of management
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Research in international business and finance
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Contemporary accounting research : a journal of the Canadian Academic Accounting Association
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Economic modelling
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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1
State prices of conditional quantiles : new evidence on time variation in the pricing kernel
Metaxoglou, Konstantinos
;
Smith, Aaron D.
- In:
Journal of applied econometrics
32
(
2017
)
1
,
pp. 192-217
Persistent link: https://www.econbiz.de/10011688517
Saved in:
2
Out‐of-sample return predictability : a quantile combination approach
Lima, Luiz Renato
;
Meng, Fanning
- In:
Journal of applied econometrics
32
(
2017
)
4
,
pp. 877-895
Persistent link: https://www.econbiz.de/10011862253
Saved in:
3
Dynamic spatial autoregressive models with autoregressive and heteroskedastic disturbances
Catania, Leopoldo
;
Billé, Anna Gloria
- In:
Journal of applied econometrics
32
(
2017
)
6
,
pp. 1178-1196
Persistent link: https://www.econbiz.de/10011862573
Saved in:
4
Combining density forecasts using focused scoring rules
Opschoor, Anne
;
Dijk, Dick van
;
Wel, Michel van der
- In:
Journal of applied econometrics
32
(
2017
)
7
,
pp. 1298-1313
Persistent link: https://www.econbiz.de/10011862725
Saved in:
5
Panel data models with grouped factor structure under unknown group membership
Ando, Tomohiro
;
Bai, Jushan
- In:
Journal of applied econometrics
31
(
2016
)
1
,
pp. 163-191
Persistent link: https://www.econbiz.de/10011642138
Saved in:
6
An empirical test of pricing kernel monotonicity
Beare, Brendan K.
;
Schmidt, Lawrence
- In:
Journal of applied econometrics
31
(
2016
)
2
,
pp. 338-356
Persistent link: https://www.econbiz.de/10011644348
Saved in:
7
Multivariate high-frequency-based volatility (heavy) models
Noureldin, Diaa
;
Shephard, Neil G.
;
Sheppard, Kevin
- In:
Journal of applied econometrics
27
(
2012
)
6
,
pp. 907-933
Persistent link: https://www.econbiz.de/10010219743
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