//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Journal of empirical finance"
~subject:"CAPM"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"Continuous Time"
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
CAPM
Estimation theory
4
Schätztheorie
4
Volatility
4
Volatilität
4
Stochastic process
3
Stochastischer Prozess
3
Yield curve
3
Zinsstruktur
3
Estimation
2
Schätzung
2
Statistical distribution
2
Statistische Verteilung
2
Stochastic volatility
2
Term structure
2
Theorie
2
Theory
2
Time series analysis
2
Zeitreihenanalyse
2
ARCH model
1
ARCH-Modell
1
ARMA model
1
ARMA-Modell
1
Approximate Bayesian Computation
1
Bayes-Statistik
1
Bayesian inference
1
Beta risk
1
Betafaktor
1
Capital income
1
Continuous time ARMA process
1
Continuous time models
1
Continuous time-to-default
1
Continuous-time GARCH modelling
1
Continuous-time dynamics
1
Continuous-time estimation
1
Continuous-time processes
1
Credit risk
1
Discrete time representation
1
Erwartungsbildung
1
Expectation formation
1
more ...
less ...
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Article in journal
2
Aufsatz in Zeitschrift
2
Language
All
English
2
Author
All
Chun, Sungju
1
Durand, Robert B.
1
Maller, Ross A.
1
Müller, Gernot
1
Perron, Pierre
1
Vodounou, Cosmé
1
Published in...
All
Journal of empirical finance
Annals of finance
2
CFS Working Paper Series
2
Quantitative finance and economics
2
Annals of Finance
1
CFS Working Paper
1
Economic modelling
1
Economic theory
1
Environmental and resource economics
1
Finance and stochastics
1
Financial markets and portfolio management
1
International Journal of Financial Studies : open access journal
1
International journal of bonds and derivatives
1
International journal of theoretical and applied finance
1
Journal of Empirical Finance
1
Journal of contemporary management : JMC
1
Journal of econometrics
1
Journal of economic dynamics & control
1
Journal of financial economics
1
MIT Sloan Research Paper
1
PIER Working Paper Archive
1
Review of derivatives research
1
SFB 649 Discussion Paper
1
SFB 649 Discussion Papers
1
more ...
less ...
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Sampling interval and estimated betas : implications for the presence of transitory components in stock prices
Perron, Pierre
;
Chun, Sungju
;
Vodounou, Cosmé
- In:
Journal of empirical finance
20
(
2013
),
pp. 42-62
Persistent link: https://www.econbiz.de/10009717878
Saved in:
2
The risk-return tradeoff : a COGARCH analysis of Merton's hypothesis
Müller, Gernot
;
Durand, Robert B.
;
Maller, Ross A.
- In:
Journal of empirical finance
18
(
2011
)
2
,
pp. 306-320
Persistent link: https://www.econbiz.de/10009301116
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->