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CAPM
Theorie
149
Theory
149
Estimation theory
80
Schätztheorie
80
Time series analysis
73
Zeitreihenanalyse
73
Forecasting model
65
Prognoseverfahren
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55
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55
economic models
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46
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USA
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45
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econometrics
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31
Stochastic process
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Stochastischer Prozess
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Börsenkurs
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Saisonale Schwankungen
23
Seasonal variations
23
TESTS
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Econometrics
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Geldpolitik
16
Monetary policy
16
information
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risk
15
tests
15
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14
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14
INFORMATION
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Free
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English
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Ghysels, Eric
22
Andreou, Elena
4
BEAULIEU, Marie-Claude
3
DUFOUR, Jean-Marie
3
Guérin, Pierre
3
KHALAF, Lynda
3
Marcellino, Massimiliano
3
Santa-Clara, Pedro
3
Valkanov, Rossen I.
3
Anderson, Ewan W.
2
Conrad, Jennifer S.
2
Dittmar, Robert F.
2
Garcia, René
2
Juergens, Jennifer L.
2
Bollerslev, Tim
1
Boyer, Marcel
1
Cherkaoui, Mouna
1
Gagliardini, Patrick
1
Gouriéroux, Christian
1
Hall, Alastair R.
1
Jasiak, Joann
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Kichian, Maral
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Centre Interuniversitaire de Recherche en Économie Quantitative (CIREQ)
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3
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3
Discussion paper / Centre for Economic Policy Research
2
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2
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2
The journal of finance : the journal of the American Finance Association
2
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1
Econometric methods and financial time series
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
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1
Journal of international money and finance
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1
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1
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ECONIS (ZBW)
22
RePEc
3
Showing
1
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10
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1
On stable factor structures in the pricing of risk
Ghysels, Eric
-
1995
Persistent link: https://www.econbiz.de/10001512514
Saved in:
2
Market time and asset price movements : theory and estimation
Ghysels, Eric
;
Gouriéroux, Christian
;
Jasiak, Joann
-
1995
Persistent link: https://www.econbiz.de/10001512798
Saved in:
3
On the dynamic specification of international asset pricing models
Kichian, Maral
;
Garcia, René
;
Ghysels, Eric
-
1995
Persistent link: https://www.econbiz.de/10001513096
Saved in:
4
On stable factor structures in the pricing of risk : do time-varying betas help or hurt?
Ghysels, Eric
- In:
The journal of finance : the journal of the American …
53
(
1998
)
2
,
pp. 549-573
Persistent link: https://www.econbiz.de/10001238269
Saved in:
5
L' intégration des marchés émergents et la modélisation des rendements des actifs risqués : une étude appliquée à la bourse des valeurs de Casablanca
Boyer, Marcel
- In:
L' Actualité économique : revue trimest.
73
(
1997
)
1
,
pp. 311-330
Persistent link: https://www.econbiz.de/10001337581
Saved in:
6
Structural change and asset pricing in emerging markets
Garcia, René
- In:
Journal of international money and finance
17
(
1998
)
3
,
pp. 455-473
Persistent link: https://www.econbiz.de/10001246597
Saved in:
7
Are consumption-based intertemporal capital asset pricing models structural?
Ghysels, Eric
- In:
Journal of econometrics
45
(
1990
)
1
,
pp. 121-139
Persistent link: https://www.econbiz.de/10001332077
Saved in:
8
Periodic autoregressive conditional heteroscedasticity
Bollerslev, Tim
- In:
Journal of business & economic statistics : JBES ; a …
14
(
1996
)
2
,
pp. 139-160
Persistent link: https://www.econbiz.de/10001203173
Saved in:
9
There is a risk-return tradeoff after all
Ghysels, Eric
;
Santa-Clara, Pedro
;
Valkanov, Rossen I.
-
2004
Persistent link: https://www.econbiz.de/10002482316
Saved in:
10
Do heterogeneous beliefs matter for asset pricing?
Anderson, Ewan W.
;
Ghysels, Eric
;
Juergens, Jennifer L.
- In:
The review of financial studies
18
(
2005
)
3
,
pp. 875-924
Persistent link: https://www.econbiz.de/10003133526
Saved in:
1
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