Semiparametric Estimation of Risk–Return Relationships-Reference-Cited by-同舟云学术

登录注册会员服务联系我们

Semiparametric Estimation of Risk–Return Relationships

Published:2017-01-02 Issue:1 Volume:35 Page:40-52
ISSN:0735-0015
Container-title:Journal of Business & Economic Statistics
language:en
Short-container-title:Journal of Business & Economic Statistics

Author:

Escanciano Juan Carlos¹,Pardo-Fernández Juan Carlos²,Van Keilegom Ingrid³

Affiliation:

1. Department of Economics, Indiana University, Bloomington, 47405-7104, IN ()

2. Department of Statistics and OR, Universidade de Vigo, Campus Universitario, 36310 Vigo, Spain ()

3. Université Catholique de Louvain, Voie du Roman Pays, 20 B-1348 Louvain-la-Neuve, Belgium ()

Publisher

Informa UK Limited

Subject

Statistics, Probability and Uncertainty,Economics and Econometrics,Social Sciences (miscellaneous),Statistics and Probability

Link

https://www.tandfonline.com/doi/pdf/10.1080/07350015.2015.1052879

Reference58 articles.

1. Stock prices under time-varying dividend risk

2. Risk premia and term premia in general equilibrium

3. Theoretical Relations Between Risk Premiums and Conditional Variances

4. Time-Varying World Market Integration

5. Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles

Cited by 7 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Dynamic Autoregressive Liquidity (DArLiQ);Journal of Business & Economic Statistics;2023-07-24

2. A neuro-structural framework for bankruptcy prediction;Quantitative Finance;2023-07-20

3. Local linear regression with nonparametrically generated covariates for weakly dependent data;Journal of Statistical Planning and Inference;2023-07

4. A Neuro-Structural Framework for Bankruptcy Prediction;SSRN Electronic Journal;2023

5. Nonparametric estimation of infinite order regression and its application to the risk-return tradeoff;Journal of Econometrics;2020-12

同舟云学术

1.学者识别学者识别

2.学术分析学术分析

3.人才评估人才评估

"同舟云学术"是以全球学者为主线，采集、加工和组织学术论文而形成的新型学术文献查询和分析系统，可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容，当前同舟云学术共收录了国内外主流学术期刊6万余种，收集的期刊论文及会议论文总量共计约1.5亿篇，并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询！咨询电话：010-8811{复制后删除}0370

www.globalauthorid.com

TOP

Copyright © 2019-2024 北京同舟云网络信息技术有限公司
京公网安备11010802033243号京ICP备18003416号-3