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Efficient Estimation of Conditional Asset-Pricing Models:

Hodgson, Douglas J. ; Vorkink, Keith P.
Journal of Business & Economic Statistics. 21 (2003) 2 - p. 269-283 , 2003

Link: https://www.jstor.org/stable/1392462

RT Journal
T1 <Title>Efficient Estimation of Conditional Asset-Pricing Models</Title>

UL https://suche.suub.uni-bremen.de/peid=jstor-1392462&Exemplar=1&LAN=DE
				
A1 Hodgson, Douglas J.
A1 Vorkink, Keith P.
PB American Statistical Association
YR 2003
SN 0735-0015
K1 Capital asset-pricing model
K1 Multivariate autoregressive conditional heteroscedasticity
K1 Semiparametric efficiency
K1 Mathematics
K1 Applied mathematics
K1 Statistics
K1 Applied statistics
K1 Inferential statistics
K1 Statistical estimation
K1 Estimation methods
K1 Estimators
K1 Physical sciences
K1 Physics
K1 Mechanics
K1 Density
K1 Density measurement
K1 Density estimation
K1 Economics
K1 Economic disciplines
K1 Applied economics
K1 Economic modeling
K1 Economic models
K1 Statistical models
K1 Parametric models
K1 Pure mathematics
K1 Linear algebra
K1 Matrix theory
K1 Matrices
K1 Covariance matrices
K1 Financial economics
K1 Finance
K1 Financial investments
K1 Financial portfolios
K1 Investment returns
K1 Expected returns
K1 Frequency distribution
K1 Kurtosis
K1 Applied sciences
K1 Research methods
K1 Modeling
JF Journal of Business & Economic Statistics
VO 21
IS 2
SP 269
OP 283
LK http://dx.doi.org/https://www.jstor.org/stable/1392462
DO https://www.jstor.org/stable/1392462
SF ELIB - SuUB Bremen

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