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New methods for the arbitrage pricing theory and the present value model
Mei, Jianping - 1994
Persistent link: https://www.econbiz.de/10000425981
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Das CAPM mit zeitabhängigen Beta-Faktoren : eine empirische Untersuchung am deutschen Kapitalmarkt
Linnenbrink, Karin - 1998 - 1. Aufl.
Persistent link: https://www.econbiz.de/10000672629
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Costs of equity capital and model mispricing
Pástor, Ľuboš; Stambaugh, Robert F. - 1998
Persistent link: https://www.econbiz.de/10000659972
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Specification analysis of affine term structure models
Dai, Qiang; Singleton, Kenneth J. - 1997
Persistent link: https://www.econbiz.de/10000637523
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Fitting the moments : a comparison of ARCH and regime switching models for daily stock returns
Sola, Martin; Timmermann, Allan - 1994
Persistent link: https://www.econbiz.de/10000924807
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Measuring risks of deposit institutions
Song, Frank M. - 1994
Persistent link: https://www.econbiz.de/10000887849
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Bayesian evaluation of preference specifications
Gordon, Stephen F.; Samson, Lucie; Carmichael, Benoît - 1994
Persistent link: https://www.econbiz.de/10000889747
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Estimating the risk premium in a multi-sector stochastic endogenous growth model
Jakobsen, Jan Bo; Podivinsky, Jan M. - 1993
Persistent link: https://www.econbiz.de/10000894314
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Two alternative models for estimating and testing the arbitrage pricing theory
Lindén, Mikael; Suonperä, Antti - 1993
Persistent link: https://www.econbiz.de/10000860418
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A new non-linear GARCH model
Hagerud, Gustaf E. - 1997
Persistent link: https://www.econbiz.de/10000958392