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Regressionsanalyse
Volatility
43,686
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43,426
Theorie
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40,865
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6,851
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6,725
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6,277
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73
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49
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42
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41
Pesaran, M. Hashem
32
Su, Liangjun
30
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28
Xiao, Zhijie
28
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25
Otsu, Taisuke
25
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25
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24
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24
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23
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23
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22
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22
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22
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21
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21
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21
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21
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21
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20
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20
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19
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19
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19
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19
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18
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18
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European Commission / Statistical Office of the European Communities
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Eric Cuvillier <Firma>
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1
Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
1
Sonderforschungsbereich Komplexitätsreduktion in Multivariaten Datenstrukturen <Dortmund>
1
State University of New York at Albany / Department of Economics
1
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365
Economics letters
151
Econometric theory
125
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
118
CEMMAP working papers / Centre for Microdata Methods and Practice
111
Journal of the American Statistical Association : JASA
109
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
103
Econometric reviews
100
The econometrics journal
65
Cowles Foundation discussion paper
58
Discussion paper series / IZA
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Finance research letters
51
NBER Working Paper
47
Applied economics letters
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Discussion paper / Sonderforschungsbereich 386 der Ludwig-Maximilians-Universität München
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NBER working paper series
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Economic modelling
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European journal of operational research : EJOR
42
Discussion papers of interdisciplinary research project 373
41
Applied economics
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Discussion paper / Tinbergen Institute
40
International journal of forecasting
40
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
38
Journal of forecasting
38
Journal of risk and financial management : JRFM
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Cowles Foundation Discussion Paper
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Computational economics
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Econometrics : open access journal
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Energy economics
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Working paper / Department of Econometrics and Business Statistics, Monash University
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IZA Discussion Paper
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
29
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29
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28
Insurance / Mathematics & economics
28
Journal of empirical finance
28
KBI
28
SFB 649 discussion paper
28
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ECONIS (ZBW)
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1
Realized regression with asynchronous and noisy high frequency and high dimensional data
Chen, Dachuan
;
Mykland, Per A.
;
Zhang, Lan
- In:
Journal of econometrics
239
(
2024
)
2
,
pp. 1-20
Persistent link: https://www.econbiz.de/10015074483
Saved in:
2
Cross-sectional regression of returns on betas and portfolio grouping procedures
Hur, Jungshik
;
Kumar, Raman
;
Vivek Singh
- In:
International journal of business and systems research
8
(
2014
)
1
,
pp. 1-13
Persistent link: https://www.econbiz.de/10010423288
Saved in:
3
Quantile relationships between standard, diffusion and jump betas across Japanese banks
Chowdhury, Biplob
;
Jeyasreedharan, Nagaratnam
;
Dungey, …
- In:
Journal of Asian economics
59
(
2018
),
pp. 29-47
Persistent link: https://www.econbiz.de/10012102893
Saved in:
4
Reexamination of estimating
beta
coecient as a risk measure in
CAPM
Le Tan Phuoc
;
Kim, Kee S.
;
Su, Yingcai
- In:
Journal of Asian finance, economics and business : JAFEB
5
(
2018
)
1
,
pp. 11-16
Persistent link: https://www.econbiz.de/10011917748
Saved in:
5
Excessive stock price dispersion : a regression test of cross-sectional
volatility
Bulkley, George
;
Snell, Andy
;
Tonks, Ian
-
1996
Persistent link: https://www.econbiz.de/10000944262
Saved in:
6
Revisiting the
CAPM
model with quantile regression : creating investment strategies on the Zagreb Stock Exchange
Škrinjarić, Tihana
;
Slišković, Marina
- In:
International journal of economics and business …
19
(
2020
)
3
,
pp. 266-289
Persistent link: https://www.econbiz.de/10012205614
Saved in:
7
On asymmetric market model with heteroskedasticity and quantile regression
Chen, Cathy W. S.
;
Li, Muyi
;
Nguyen, Nga T. H.
;
Songsak …
- In:
Computational economics
49
(
2017
)
1
,
pp. 155-174
Persistent link: https://www.econbiz.de/10011751821
Saved in:
8
Optimal cross-sectional regression
Liao, Zhipeng
;
Liu, Yan
;
Xie, Zhenzhen
- In:
Management science : journal of the Institute for …
70
(
2024
)
11
,
pp. 7911-7942
Persistent link: https://www.econbiz.de/10015145017
Saved in:
9
More efficient tests robust to heteroskedasticity of unknown form
Flachaire, Emmanuel
- In:
Econometric reviews
24
(
2005
)
2
,
pp. 219-241
Persistent link: https://www.econbiz.de/10003002311
Saved in:
10
Implied betas for the Frankel-Wei regression framework
Kunkler, Michael
- In:
Economics letters
218
(
2022
),
pp. 1-5
Persistent link: https://www.econbiz.de/10013466507
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