Skip to contents

Račev, Svetlozar T. [Author]; Mittnik, Stefan [Author]

Stable paretian models in finance

Close

Bookmarks

You can manage bookmarks using lists, please log in to your user account for this.

Chichester; Weinheim [u.a.]: Wiley, 2000

Published in: Series in financial economics and quantitative analysis
Zumbach, Gilles O. [Author]

Discrete time series, processes, and applications in finance

Close

Bookmarks

You can manage bookmarks using lists, please log in to your user account for this.

Berlin; Heidelberg [u.a.]: Springer, 2013 [erschienen] 2012

Published in: Springer finance
Grottke, Martin [Author]

Die t-Verteilung und ihre Verallgemeinerungen als Modell für Finanzmarktdaten

Close

Bookmarks

You can manage bookmarks using lists, please log in to your user account for this.

Lohmar; Köln: Eul, 2002

Published in: Reihe Quantitative Ökonomie ; 12200
Koch, Ulrich [Author]

Duale Allokation und Bepreisung von Risikokapital in Kreditinstituten : Entwicklung eines bankinternen Gleichgewichtsmodells unter Berücksichtigung zentraler und dezentraler Risikokompetenzen - [1. Aufl.]

Close

Bookmarks

You can manage bookmarks using lists, please log in to your user account for this.

Wiesbaden: Betriebswirtschaftlicher Verlag Gabler, 2005

Published in: Schriftenreihe des European Center for Financial Services
Ruppert, David [Author]

Statistics and finance : an introduction

Close

Bookmarks

You can manage bookmarks using lists, please log in to your user account for this.

New York; Berlin; Heidelberg [u.a.]: Springer, 2004

Published in: Springer texts in statistics
Gagliardini, Patrick [Author]; Ossola, Elisa [Author]; Scaillet, Olivier [Author]

Chapter 3. Estimation of large dimensional conditional factor models in finance

View online
Schließen

Access

Full access (via DOI) (Deutschlandweit zugänglich)

Show more show less

Close

Bookmarks

You can manage bookmarks using lists, please log in to your user account for this.

2020

Published in: Handbook of econometrics ; (2020), Seite 219-282
Alessi, Lucia [Author]; Ossola, Elisa [Author]; Panzica, Roberto [Author]

When Do Investors Go Green? Evidence from a Time-Varying Asset-Pricing Model

View online
Schließen

Access

https://ssrn.com/abstract=4418646

Full access (via DOI)

Show more show less

Close

Bookmarks

You can manage bookmarks using lists, please log in to your user account for this.

[S.l.]: SSRN, [2023]
da Fonseca, José S. [Author]

Evaluating Financial Integration in Euro Area Stock Markets with Return and Performance Dispersion Indices

View online
Schließen

Access

https://ssrn.com/abstract=3721457

Full access (via DOI)

Show more show less

Close

Bookmarks

You can manage bookmarks using lists, please log in to your user account for this.

[S.l.]: SSRN, [2020]
Keiber, Karl Ludwig [Author]; Samyschew, Helene [Author]

The pricing of sentiment risk in European stock markets

View online
Schließen

Links

http://hdl.handle.net/10419/142778

Show more show less

Close

Bookmarks

You can manage bookmarks using lists, please log in to your user account for this.

Frankfurt (Oder): European University Viadrina, Department of Business Administration and Economics, 2016
Cui, Liyuan [Author]; Feng, Guanhao [Author]; Hong, Yongmiao [Author]; Yang, Jiangshan [Author]

Time-Varying Factor Selection : A Sparse Fused GMM Approach

View online
Schließen

Access

Full access (via DOI)

https://ssrn.com/abstract=4431543

Show more show less

Close

Bookmarks

You can manage bookmarks using lists, please log in to your user account for this.

[S.l.]: SSRN, [2023]
Cui, Liyuan [Author]; Feng, Guanhao [Author]; Hong, Yongmiao [Author]; Yang, Jiangshan [Author]

Time-varying factor selection : a sparse fused GMM approach

View online
Schließen

Access

https://www.bayes.city.ac.uk/__data/assets/pdf_file/0009/755802/313e6ab054fd566f4f842044d9c1916cec0a9e8b.pdf

Show more show less

Close

Bookmarks

You can manage bookmarks using lists, please log in to your user account for this.

London: Centre for Econometric Analysis, Bayes Business School, [2023]

Published in: CEA_372Bayes working paper series ; 2023,6
Alessi, Lucia [Author]; Ossola, Elisa [Author]; Panzica, Roberto Calogero [Author]

When do investors go green? : evidence from a time-varying asset-pricing model

View online
Schließen

Access

https://ec.europa.eu/jrc/sites/default/files/jrc127389.pdf

Show more show less

Close

Bookmarks

You can manage bookmarks using lists, please log in to your user account for this.

Ispra: European Commission, 2021

Published in: JRC working papers in economics and finance ; 2021,13
Li, Gang [Author]

Idiosyncratic Volatility and the Intertemporal Capital Asset Pricing Model

View online
Schließen

Access

https://ssrn.com/abstract=3475179

Full access (via DOI)

Show more show less

Close

Bookmarks

You can manage bookmarks using lists, please log in to your user account for this.

[S.l.]: SSRN, [2020]
de Carvalho, Carlos Viana [Author]; Cordeiro, Daniel [Author]; Ribeiro, Ruy Monteiro [Author]; Zilberman, Eduardo [Author]

Gambling, risk appetite and asset pricing

View online
Schließen

Links

http://hdl.handle.net/10419/186130

Show more show less

Close

Bookmarks

You can manage bookmarks using lists, please log in to your user account for this.

Rio de Janeiro: Pontifícia Universidade Católica do Rio de Janeiro (PUC-Rio), Departamento de Economia, 2018
Cisse, Mamadou [Author]; Konte, Mamadou [Author]; Toure, Mohamed [Author]; Assani, Smael Afolabi [Author]

Contribution to the valuation of BRVM's assets: A conditional CAPM approach

View online
Schließen

Access

Close

Bookmarks

You can manage bookmarks using lists, please log in to your user account for this.

Basel: MDPI, 2019
Alessi, Lucia [Author]; Ossola, Elisa [Author]; Panzica, Roberto Calogero [Author]

When do investors go green? Evidence from a time-varying asset-pricing model

View online
Schließen

Links

http://hdl.handle.net/10419/250161

Show more show less

Close

Bookmarks

You can manage bookmarks using lists, please log in to your user account for this.

Ispra: European Commission, 2021
Antell, Jan [Author]; Vaihekoski, Mika [Author]

Pricing currency risk in the stock market: Empirical evidence from Finland and Sweden 1970-2009

View online
Schließen

Links

http://hdl.handle.net/10419/233279

Show more show less

Close

Bookmarks

You can manage bookmarks using lists, please log in to your user account for this.

Turku: Aboa Centre for Economics (ACE), 2011
Royer, Julien [Author] ; Institut polytechnique de Paris [Contributor]; Zakoian, Jean-Michel [Contributor]; Francq, Christian [Contributor]

Processus ARCH d'ordre infini, Bêtas dynamiques et applications financières ; Infinite ARCH processes, dynamic betas, and financial applications

View online
Schließen

Links

http://www.theses.fr/2022IPPAG012/document

Show more show less

Close

Bookmarks

You can manage bookmarks using lists, please log in to your user account for this.

theses.fr, 2022-12-09
Medeiros, Marcelo C. [Other]; Veiga, Alvaro [Other] ; Pontifícia Universidade Católica do Rio de Janeiro Departamento de Economia

Modeling multiple regimes in financial volatility with a flexible coefficient GARCH model - [Elektronische Ressource]

View online
Schließen

Access

http://hdl.handle.net/10419/175973

Show more show less

Close

Bookmarks

You can manage bookmarks using lists, please log in to your user account for this.

Rio de Janeiro: Dep. de Economía, PUC-RIO, 20 July 2004

Published in: Pontifícia Universidade Católica do Rio de Janeiro: Texto para discussão ; 486
Yalçın, Atakan [Author]; Erşahin, Nuri [Author]

Does the conditional CAPM work? Evidence from the Istanbul Stock Exchange

View online
Schließen

Links

http://hdl.handle.net/10419/45444

Show more show less

Close

Bookmarks

You can manage bookmarks using lists, please log in to your user account for this.

Istanbul: TÜSİAD-Koç University Economic Research Forum, 2010

You did not find what you were looking for?

Purchase suggestion
Are you missing something you need for your research? If you have any suggestions please share them here.

Interlibrary Loan
Please search and order your favorite title in the Interlibrary Loan Portal.

Search in field:

Recently searched for:

You did not find what you were looking for?

> Year of publication

Year of publication