Skip to contents Fabozzi, Frank J. [Author]; Focardi, Sergio M. [Author]; Kolm, Petter N. [Author] ; Focardi, Sergio M. [Other] Financial modeling of the equity market : from CAPM to cointegration Books Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Hoboken, N.J.: Wiley, c 2006 Published in: The Frank J. Fabozzi series Garz, Hendrik [Author] ; Gerke, Wolfgang [Author of introduction, etc.] Prognostizierbarkeit von Aktienrenditen : die Ursachen von Bewertungsanomalien am deutschen Aktienmarkt Books Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Wiesbaden: Springer Fachmedien Wiesbaden GmbH, 2000 Published in: Gabler-Edition Wissenschaft Hayn, Marc [Author] Bewertung junger Unternehmen - [2., stark überarb. Aufl.] Books Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Herne; Berlin: Verl. Neue Wirtschafts-Briefe, 2000 Published in: Rechnungs- und Prüfungswesen Cont, Rama [Author]; Tankov, Peter [Author] Financial modelling with jump processes Books Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Boca Raton, Fla. [u.a.]: Chapman & Hall/CRC, 2004 Published in: Chapman & Hall/CRC financial mathematics series Poon, Ser-Huang [Author] A practical guide to forecasting : financial markets volatility Books Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Chichester [u.a.]: Wiley, 2005 Published in: The Wiley finance series Beaulieu, Marie-Claude [Author]; Dufour, Jean-Marie [Author]; Khalaf, Lynda [Author] Testing mean-variance efficiency in CAPM with possibly non-gaussian errors : an exact simulation-based approach Books Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Frankfurt am Main: Dt. Bundesbank, 2003 Published in: Volkswirtschaftliches Forschungszentrum: Discussion paper ; 2003,1,engl. Abu-Mostafa, Yaser S. [Editor] ; Leonard N. Stern School of Business Information Systems Department Computational finance 1999 : selection of papers presented at Computational Finance '99 at the Stern School of Business, New York University, in January 1999 Books Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Cambridge, Mass. [u.a.]: MIT Press, 2000 He, Ai [Author] ; Huang, Dashan [Other]; Zhou, Guofu [Other] An Economic Specification Test of Asset Pricing Models with A Large Number of Assets Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=3143752 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] Parra-Alvarez, Juan Carlos [Author]; Posch, Olaf [Author]; Schrimpf, Andreas [Author] Peso problems in the estimation of the C-CAPM Articles View online Schließen > Access 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. 2022 Published in: Quantitative economics ; 13(2022), 1 vom: Jan., Seite 259-313 Nucera, Federico [Author]; Sarno, Lucio [Author]; Zinna, Gabriele [Author] Currency Risk Premia Redux Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=3796290 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2021] Piccotti, Louis R. [Author] A Closed-form Pricing Solution for Options on Assets with Pricing Errors Books View online Schließen > Access https://ssrn.com/abstract=3866267 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, [2021] Wang, Zhenyu [Author]; Zhang, Xiaoyan [Author] Empirical evaluation of asset pricing models: Arbitrage and pricing errors over contingent claims Books View online Schließen > Links http://hdl.handle.net/10419/60554 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. New York, NY: Federal Reserve Bank of New York, 2006 Li, Xiafei [Author]; Luo, Di [Author] Model Misspecification and the Cash-Holding Effect Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=4357109 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 Nucera, Federico Calogero [Author]; Sarno, Lucio [Author]; Zinna, Gabriele [Author] Currency risk premiums redux Books View online Schließen > Access Full access (via DOI) https://www.bancaditalia.it/pubblicazioni/temi-discussione/2023/2023-1415/en_tema_1415.pdf Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [Rom]: Banca d'Italia Eurosistema, [2023] Published in: Banca d'Italia: Temi di discussione ; 1415 Gong, Zhili [Author]; Qi, Qian [Author] Factorization Asset Pricing Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=4378536 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 Skočir, Matevž [Author]; Loncarski, Igor [Author] On the Importance of Asset Pricing Factors in the Relative Valuation Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=4439528 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] Soebhag, Amar [Author]; van Vliet, Bart [Author]; Verwijmeren, Patrick [Author] Non-Standard Errors in Asset Pricing : Mind Your Sorts Books View online Schließen > Access https://ssrn.com/abstract=4136672 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, [2022] Kick, Andreas [Author]; Rottmann, Horst [Author] The relevance of banks to the European stock market Books View online Schließen > Access https://www.cesifo.org/DocDL/cesifo1_wp9752.pdf Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Munich, Germany: CESifo, Center for Economic Studies & Ifo Institute, May 2022 Published in: CESifo GmbH: CESifo working papers ; 9752 Kick, Andreas [Author]; Rottmann, Horst [Author] The relevance of banks to the European stock market Books View online Schließen > Access https://www.oth-aw.de/files/oth-aw/Aktuelles/Veroeffentlichungen/WEN-Diskussionspapier/WEN-DPs-PDF/DP84.pdf Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Weiden i.d.Opf.: Ostbayerische Technische Hochschule (OTH) Amberg-Weiden, [2022] Published in: Ostbayerische Technische Hochschule Amberg-Weiden: Weidener Diskussionspapiere ; 84 Kick, Andreas [Author]; Rottmann, Horst [Author] The relevance of banks to the European stock market Books View online Schließen > Links http://hdl.handle.net/10419/260404 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Weiden i.d.OPf.: Ostbayerische Technische Hochschule Amberg-Weiden (OTH), 2022
Fabozzi, Frank J. [Author]; Focardi, Sergio M. [Author]; Kolm, Petter N. [Author] ; Focardi, Sergio M. [Other] Financial modeling of the equity market : from CAPM to cointegration Books Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Hoboken, N.J.: Wiley, c 2006 Published in: The Frank J. Fabozzi series
Garz, Hendrik [Author] ; Gerke, Wolfgang [Author of introduction, etc.] Prognostizierbarkeit von Aktienrenditen : die Ursachen von Bewertungsanomalien am deutschen Aktienmarkt Books Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Wiesbaden: Springer Fachmedien Wiesbaden GmbH, 2000 Published in: Gabler-Edition Wissenschaft
Hayn, Marc [Author] Bewertung junger Unternehmen - [2., stark überarb. Aufl.] Books Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Herne; Berlin: Verl. Neue Wirtschafts-Briefe, 2000 Published in: Rechnungs- und Prüfungswesen
Cont, Rama [Author]; Tankov, Peter [Author] Financial modelling with jump processes Books Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Boca Raton, Fla. [u.a.]: Chapman & Hall/CRC, 2004 Published in: Chapman & Hall/CRC financial mathematics series
Poon, Ser-Huang [Author] A practical guide to forecasting : financial markets volatility Books Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Chichester [u.a.]: Wiley, 2005 Published in: The Wiley finance series
Beaulieu, Marie-Claude [Author]; Dufour, Jean-Marie [Author]; Khalaf, Lynda [Author] Testing mean-variance efficiency in CAPM with possibly non-gaussian errors : an exact simulation-based approach Books Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Frankfurt am Main: Dt. Bundesbank, 2003 Published in: Volkswirtschaftliches Forschungszentrum: Discussion paper ; 2003,1,engl.
Abu-Mostafa, Yaser S. [Editor] ; Leonard N. Stern School of Business Information Systems Department Computational finance 1999 : selection of papers presented at Computational Finance '99 at the Stern School of Business, New York University, in January 1999 Books Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Cambridge, Mass. [u.a.]: MIT Press, 2000
He, Ai [Author] ; Huang, Dashan [Other]; Zhou, Guofu [Other] An Economic Specification Test of Asset Pricing Models with A Large Number of Assets Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=3143752 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]
Parra-Alvarez, Juan Carlos [Author]; Posch, Olaf [Author]; Schrimpf, Andreas [Author] Peso problems in the estimation of the C-CAPM Articles View online Schließen > Access 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. 2022 Published in: Quantitative economics ; 13(2022), 1 vom: Jan., Seite 259-313
Nucera, Federico [Author]; Sarno, Lucio [Author]; Zinna, Gabriele [Author] Currency Risk Premia Redux Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=3796290 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2021]
Piccotti, Louis R. [Author] A Closed-form Pricing Solution for Options on Assets with Pricing Errors Books View online Schließen > Access https://ssrn.com/abstract=3866267 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, [2021]
Wang, Zhenyu [Author]; Zhang, Xiaoyan [Author] Empirical evaluation of asset pricing models: Arbitrage and pricing errors over contingent claims Books View online Schließen > Links http://hdl.handle.net/10419/60554 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. New York, NY: Federal Reserve Bank of New York, 2006
Li, Xiafei [Author]; Luo, Di [Author] Model Misspecification and the Cash-Holding Effect Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=4357109 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
Nucera, Federico Calogero [Author]; Sarno, Lucio [Author]; Zinna, Gabriele [Author] Currency risk premiums redux Books View online Schließen > Access Full access (via DOI) https://www.bancaditalia.it/pubblicazioni/temi-discussione/2023/2023-1415/en_tema_1415.pdf Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [Rom]: Banca d'Italia Eurosistema, [2023] Published in: Banca d'Italia: Temi di discussione ; 1415
> Access Full access (via DOI) https://www.bancaditalia.it/pubblicazioni/temi-discussione/2023/2023-1415/en_tema_1415.pdf Show more show less
Gong, Zhili [Author]; Qi, Qian [Author] Factorization Asset Pricing Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=4378536 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
Skočir, Matevž [Author]; Loncarski, Igor [Author] On the Importance of Asset Pricing Factors in the Relative Valuation Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=4439528 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]
Soebhag, Amar [Author]; van Vliet, Bart [Author]; Verwijmeren, Patrick [Author] Non-Standard Errors in Asset Pricing : Mind Your Sorts Books View online Schließen > Access https://ssrn.com/abstract=4136672 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, [2022]
Kick, Andreas [Author]; Rottmann, Horst [Author] The relevance of banks to the European stock market Books View online Schließen > Access https://www.cesifo.org/DocDL/cesifo1_wp9752.pdf Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Munich, Germany: CESifo, Center for Economic Studies & Ifo Institute, May 2022 Published in: CESifo GmbH: CESifo working papers ; 9752
Kick, Andreas [Author]; Rottmann, Horst [Author] The relevance of banks to the European stock market Books View online Schließen > Access https://www.oth-aw.de/files/oth-aw/Aktuelles/Veroeffentlichungen/WEN-Diskussionspapier/WEN-DPs-PDF/DP84.pdf Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Weiden i.d.Opf.: Ostbayerische Technische Hochschule (OTH) Amberg-Weiden, [2022] Published in: Ostbayerische Technische Hochschule Amberg-Weiden: Weidener Diskussionspapiere ; 84
> Access https://www.oth-aw.de/files/oth-aw/Aktuelles/Veroeffentlichungen/WEN-Diskussionspapier/WEN-DPs-PDF/DP84.pdf Show more show less
Kick, Andreas [Author]; Rottmann, Horst [Author] The relevance of banks to the European stock market Books View online Schließen > Links http://hdl.handle.net/10419/260404 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Weiden i.d.OPf.: Ostbayerische Technische Hochschule Amberg-Weiden (OTH), 2022
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