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~person:"Engle, Robert F."
~person:"Zhou, Guofu"
~subject:"CAPM"
~subject:"Schätzung"
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CAPM
Schätzung
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48
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Engle, Robert F.
Zhou, Guofu
Caporale, Guglielmo Maria
87
Pesaran, M. Hashem
82
Gil-Alaña, Luis A.
75
Stambaugh, Robert F.
61
Hautsch, Nikolaus
60
Campbell, John Y.
59
Fabozzi, Frank J.
52
Timmermann, Allan
51
Heckman, James J.
50
Härdle, Wolfgang
50
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45
Pierdzioch, Christian
43
Herwartz, Helmut
42
Koopman, Siem Jan
42
Lo, Andrew W.
42
Marcellino, Massimiliano
42
Belzil, Christian
40
Cochrane, John H.
40
Zhang, Lu
40
Bekaert, Geert
39
Blundell, Richard W.
39
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38
Jarrow, Robert A.
38
Engel, Charles
37
Jagannathan, Ravi
37
Acemoglu, Daron
35
Kaiser, Ulrich
35
Madan, Dilip B.
35
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34
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34
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34
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34
He, Xue-zhong
34
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33
Gupta, Rangan
33
Serletis, Apostolos
33
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32
Attanasio, Orazio P.
31
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ECONIS (ZBW)
64
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1
What determines expected international asset returns?
Harvey, Campbell R.
-
1994
Persistent link: https://www.econbiz.de/10000883653
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2
What determines expected international asset retuns [returns]?
Solnik, Bruno
;
Harvey, Campbell R.
;
Zhou, Guofu
-
1994
Persistent link: https://www.econbiz.de/10000897108
Saved in:
3
Measuring and testing the impact of news on volatility
Engle, Robert F.
;
Ng, Victor K.
-
1991
Persistent link: https://www.econbiz.de/10000814056
Saved in:
4
Long run volatility forecasting for individual stocks in a one factor model
Engle, Robert F.
;
Lee, Gary G. J.
-
1993
Persistent link: https://www.econbiz.de/10000877958
Saved in:
5
Non-synchronous common cycles
Vahid, Farshid
;
Engle, Robert F.
-
1993
Persistent link: https://www.econbiz.de/10000878060
Saved in:
6
The econometrics of ultra-high frequency data
Engle, Robert F.
-
1996
Persistent link: https://www.econbiz.de/10000613076
Saved in:
7
Hedging options in GARCH environment : testing the term structure of stochastic volatility models
Engle, Robert F.
;
Rosenberg, Joshua V.
-
1994
Persistent link: https://www.econbiz.de/10000147446
Saved in:
8
Option hedging using empirical pricing kernels
Rosenberg, Joshua V.
;
Engle, Robert F.
-
1997
Persistent link: https://www.econbiz.de/10000643460
Saved in:
9
A GARCH option pricing model with filtered historical simulation
Barone-Adesi, Giovanni
;
Engle, Robert F.
;
Mancini, Loriano
- In:
The review of financial studies
21
(
2008
)
3
,
pp. 1223-1258
Persistent link: https://www.econbiz.de/10003742228
Saved in:
10
Hansen-Jagannathan distance : geometry and exact distribution
Kan, Raymond
;
Zhou, Guofu
-
2004
Persistent link: https://www.econbiz.de/10001997574
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