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Asset Prices in an Economy wit...
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CAPM
Theory
111
Theorie
108
Forecasting model
59
Prognoseverfahren
59
Time series analysis
54
Zeitreihenanalyse
54
Estimation
50
Schätzung
50
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46
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45
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44
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43
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41
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ECONOMIC MODELS
38
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Equilibre Economique
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Modeles Econometriques
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Catal
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Econometrie
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Economic Equilibrium
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29
ECONOMETRICS
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Economic Models
28
Risque
27
Börsenkurs
25
Share price
25
Regression Analysis
24
Saisonale Schwankungen
23
Seasonal variations
23
Prix
22
Production
21
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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
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
KHALAF, Lynda
2
Bollerslev, Tim
1
Boyer, Marcel
1
Cherkaoui, Mouna
1
Gagliardini, Patrick
1
Gouriéroux, Christian
1
Hall, Alastair R.
1
Jasiak, Joann
1
KHALAF, Lynda.
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Département de Sciences Économiques, Université de Montréal
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Discussion paper / Centre for Economic Policy Research
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2
The journal of finance : the journal of the American Finance Association
2
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Econometric methods and financial time series
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of international money and finance
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ECONIS (ZBW)
22
RePEc
3
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1
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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:
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