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Hodges–Lehmann optimality for...
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CAPM
Momentenmethode
4,309
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4,303
Theorie
1,449
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1,440
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1,120
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1,117
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Regressionsanalyse
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Nichtparametrisches Verfahren
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Peñaranda, Francisco
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Sentana, Enrique
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11
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9
Grammig, Joachim
8
Renault, Eric
8
Kan, Raymond
7
Gospodinov, Nikolaj
6
Racicot, François-Éric
6
Robotti, Cesare
6
Zhang, Harold H.
6
Ferson, Wayne E.
5
Rentz, William F.
5
Sönksen, Jantje
5
Bossaerts, Peter L.
4
Hunter, John
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Møller, Stig Vinther
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Wright, Jonathan H.
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Wu, Feng
4
Bibinger, Markus
3
Carlson, Murray
3
Cochrane, John H.
3
Engsted, Tom
3
Fisher, Adlai
3
Giammarino, Ronald P. M.
3
Hautsch, Nikolaus
3
Kodongo, Odongo
3
Kogan, Leonid
3
Laurinaityte, Nora
3
Li, Jun
3
Malec, Peter
3
Meinerding, Christoph
3
Plott, Charles
3
Reiß, Markus
3
Satchell, Stephen
3
Schaub, Eva-Maria
3
Schlag, Christian
3
Tallarini, Thomas D.
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Thimme, Julian
3
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National Bureau of Economic Research
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Journal of econometrics
8
Journal of banking & finance
6
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6
Journal of financial economics
5
Applied economics letters
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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NBER working paper series
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Applied financial economics
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The journal of finance : the journal of the American Finance Association
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Annals of economics and finance
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Asia-Pacific financial markets
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Brazilian review of econometrics : BRE ; the review of the Brazilian Econometric Society
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CEMFI working paper
2
CREATES research paper
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2
Discussion paper / Tinbergen Institute
2
Econometric theory
2
Economics letters
2
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
Finance : revue de l'Association Française de Finance
2
Finance and economics discussion series
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Finance research letters
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Financial markets and asset pricing
2
Financial markets and portfolio management
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Fisher College of Business working paper series
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International advances in economic research : IAER ; an official publication of the International Atlantic Economic Society
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International journal of finance & economics : IJFE
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ECONIS (ZBW)
238
EconStor
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1
A survey on the estimation of CCAPM via moment restrictions : the case of Japan
Noda, Akihiko
- In:
Keio economic studies
49
(
2013
),
pp. 69-91
Persistent link: https://www.econbiz.de/10010194358
Saved in:
2
Robust Identification of investor beliefs
Chen, Xiaohong
;
Hansen, Lars Peter
;
Hansen, Peter G.
-
2020
-
This draft: May 14, 2020
Persistent link: https://www.econbiz.de/10012320533
Saved in:
3
Recursive preferences, learning and large deviations
Dave, Chetan
;
Tsang, Kwok Ping
- In:
Economics letters
124
(
2014
)
3
,
pp. 329-334
Persistent link: https://www.econbiz.de/10010493978
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4
Learning, large deviations and rare events
Benhabib, Jess
;
Dave, Chetan
- In:
Review of economic dynamics
17
(
2014
)
3
,
pp. 367-382
Persistent link: https://www.econbiz.de/10011280982
Saved in:
5
Pricing for large positions in contingent claims
Robertson, Scott
- In:
Mathematical finance : an international journal of …
27
(
2017
)
3
,
pp. 746-778
Persistent link: https://www.econbiz.de/10011764970
Saved in:
6
Impact of idiosyncratic volatility on stock returns : a cross-sectional study
Khovansky, Serguey
;
Zhylyevskyy, Oleksandr
- In:
Journal of banking & finance
37
(
2013
)
8
,
pp. 3064-3075
Persistent link: https://www.econbiz.de/10009777131
Saved in:
7
Estimating preference parameters from stock returns using simulated method of moments
Biswas, Anindya Kumar
;
Mandal, Biwwajit
- In:
Annals of financial economics
11
(
2016
)
1
,
pp. 1-13
Persistent link: https://www.econbiz.de/10011504190
Saved in:
8
Fat tails and spurious estimation of consumption‐based asset pricing models
Akira Toda, Alexis
;
Walsh, Kieran
- In:
Journal of applied econometrics
32
(
2017
)
6
,
pp. 1156-1177
Persistent link: https://www.econbiz.de/10011862571
Saved in:
9
Fat tails and spurious estimation of consumption-based asset pricing models
Akira Toda, Alexis
;
Walsh, Kieran
-
2017
Persistent link: https://www.econbiz.de/10011798055
Saved in:
10
Adjusting consumption based capital asset pricing model within the framework of an open economy : the case of Iran
Bahrami, Jaber
;
Pahlavani, Mosayeb
;
Roshan, Reza
; …
- In:
International journal of economics and financial issues …
7
(
2017
)
3
,
pp. 309-317
Persistent link: https://www.econbiz.de/10011819900
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