//--> //--> //-->
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
~person:"Maller, Ross A."
~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
ARCH model
1
ARCH-Modell
1
Capital income
1
Continuous-time GARCH modelling
1
Estimation
1
Kapitaleinkommen
1
Market risk
1
Portfolio selection
1
Portfolio-Management
1
Pseudo-maximum likelihood
1
Risiko
1
Risikoprämie
1
Risk
1
Risk free rate
1
Risk premium
1
Schätzung
1
Stochastic process
1
Stochastic volatility
1
Stochastischer Prozess
1
Theorie
1
Theory
1
Volatility
1
Volatilität
1
more ...
less ...
Type of publication
All
Article
1
Type of publication (narrower categories)
All
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
1
Author
All
Maller, Ross A.
Andersen, Torben G.
4
Bollerslev, Tim
4
Diebold, Francis X.
4
Horst, Ulrich
4
Kupper, Michael
4
Macrina, Andrea
4
Mainberger, Christoph
4
Wu, Jin
4
Chun, Sungju
2
Perron, Pierre
2
Bodie, Zvi
1
Chen, Shumin
1
Choi, Jin Hyuk
1
Dorfleitner, Gregor
1
Durand, Robert B.
1
El Alabi, Emilio
1
Elliott, Robert J.
1
Gerer, Johannes
1
Hamada, Ahmed S.
1
Hansen, Lars Peter
1
Herzberg, Frederik
1
Jeong, Daehee
1
Kakeu, Johnson
1
Kim, Hwagyun
1
Kong, Xin-Bing
1
Koziol, Christian
1
Larsen, Kasper
1
Li, Zhongfei
1
Liu, Zhi
1
Lo, Andrew W.
1
Miao, Jianjun
1
Milanesi, Gastón
1
Müller, Gernot
1
Park, Joon Y.
1
Peng, Daheng
1
Perrakis, Stylianos
1
Pesce, Gabriela
1
Poufinas, Thomas
1
Stutzer, Michael J.
1
more ...
less ...
Published in...
All
Journal of empirical finance
1
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
Relevance
Date (newest first)
Date (oldest first)
1
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...
//-->