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institution:"The Wharton Financial Institutions Center"
subject:"Capital income"
~institution:"University of Cambridge / Department of Applied Economics"
~institution:"University of Canterbury / Dept. of Economics and Finance"
~subject:"Equity capital"
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Capital income
Equity capital
Estimation
21
Schätzung
21
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11
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11
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7
Volatilität
7
Kapitaleinkommen
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Cummins, John David
2
Phillips, Richard D.
2
Anderson, Torben G.
1
Asai, Manabu
1
Białkowski, Je̜drzej
1
Caporin, Massimiliano
1
Etebari, Ahmad
1
Farah, Nathalie
1
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1
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1
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Rea, Alethea
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Rea, William
1
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1
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The Wharton Financial Institutions Center
University of Cambridge / Department of Applied Economics
University of Canterbury / Dept. of Economics and Finance
National Bureau of Economic Research
99
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
5
Federal Reserve Bank of St. Louis
4
Gottfried Wilhelm Leibniz Universität Hannover
4
Rodney L. White Center for Financial Research
4
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University of Exeter / Department of Economics
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Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
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School of Accounting, Finance and Economics <Perth, Western Australia>
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University of Cambridge / Faculty of Economics
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University of Chicago / Center for Research in Security Prices
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Business Information Centre <Toronto>
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Centre for New and Emerging Markets <London>
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Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
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Econometrisch Instituut <Rotterdam>
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Erasmus Research Institute of Management
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Escola de Pós-Graduação em Economia <Rio de Janeiro>
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Goethe-Universität Frankfurt am Main / Institut für Kapitalmarktforschung
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Nationalekonomiska Institutionen <Göteborg>
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Seminar on the Analysis of Security Prices <1976, Chicago, Ill.>
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ECONIS (ZBW)
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A comparison of spillover effects before, during and after the 2008 financial crisis
Rea, Alethea
;
Rea, William
;
Reale, Marco
;
Scarrott, Carl
-
2012
Persistent link: https://www.econbiz.de/10009562986
Saved in:
2
Alternative approaches to estimation and inference in large multifactor panles : small sample results with an application to modelling of asset returns
Kapetanios, George
(
contributor
); …
-
2005
Persistent link: https://www.econbiz.de/10002808714
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3
Forecasting value-at-risk using block structure multivariate stochastic volatility models
Asai, Manabu
;
Caporin, Massimiliano
;
McAleer, Michael
-
2012
-
Rev.
Persistent link: https://www.econbiz.de/10009562985
Saved in:
4
A loss aversion performance measure
Farah, Nathalie
(
contributor
);
Satchell, Stephen
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001777903
Saved in:
5
Piety and profits : stock market anomaly during the Muslim holy month
Białkowski, Je̜drzej
;
Etebari, Ahmad
;
Wisniewski, …
-
2010
Persistent link: https://www.econbiz.de/10008695604
Saved in:
6
Estimating the cost of equity capital for property-liability insurers
Cummins, John David
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001899747
Saved in:
7
Estimating the cost of equity capital for property-liability insurers
Cummins, John David
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001785528
Saved in:
8
Modeling and forecasting realized volatility
Anderson, Torben G.
(
contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001547064
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