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isPartOf:"Capital markets and finance in the enlarged Europe : the Postgraduate Research Programme working paper series"
subject:"Capital income"
~isPartOf:"Journal of econometrics"
~isPartOf:"Management science : journal of the Institute for Operations Research and the Management Sciences"
~person:"Bandi, Federico M."
~person:"Pelger, Markus"
~person:"Wese Simen, Chardin"
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Capital income
Estimation
6
Schätzung
6
CAPM
5
Kapitaleinkommen
5
Theorie
4
Theory
4
Portfolio selection
3
Portfolio-Management
3
Volatility
3
Volatilität
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Analysis of variance
2
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2
Betafaktor
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Aggregation
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Beta
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Business-cycle consumption
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CCAPM
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Bandi, Federico M.
Pelger, Markus
Wese Simen, Chardin
Bohl, Martin T.
9
Todorov, Viktor
8
Bollerslev, Tim
5
Zhou, Guofu
4
Andersen, Torben
3
Ge̜bka, Bartosz
3
Henke, Harald
3
Tauchen, George Eugene
3
Xiu, Dacheng
3
Yang, Liyan
3
Aït-Sahalia, Yacine
2
Bali, Turan G.
2
Cen, Ling
2
Da, Zhi
2
Hasler, Michael
2
Hollstein, Fabian
2
Li, Jia
2
Li, Yingying
2
Massa, Massimo
2
Meddahi, Nour
2
Neely, Christopher J.
2
Paolella, Marc S.
2
Patton, Andrew J.
2
Polak, Pawel
2
Tamoni, Andrea
2
Tang, Yi
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Tu, Jun
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Wei, K. C. John
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Agarwal, Ashish
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Agarwal, Sumit
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Ahmed, Anwer S.
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Andrei, Daniel
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Andreou, Elena
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Asai, Manabu
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Bae, Joon Woo
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Capital markets and finance in the enlarged Europe : the Postgraduate Research Programme working paper series
Journal of econometrics
Management science : journal of the Institute for Operations Research and the Management Sciences
Journal of banking & finance
2
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
1
Journal of commodity markets
1
Journal of financial economics
1
Journal of international money and finance
1
Swiss Finance Institute Research Paper
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Working papers / Innocenzo Gasparini Institute for Economic Research
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ECONIS (ZBW)
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1
Business-cycle consumption risk and asset prices
Bandi, Federico M.
;
Tamoni, Andrea
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-23
Persistent link: https://www.econbiz.de/10014471828
Saved in:
2
Estimating latent asset-pricing factors
Lettau, Martin
;
Pelger, Markus
- In:
Journal of econometrics
218
(
2020
)
1
,
pp. 1-31
Persistent link: https://www.econbiz.de/10012482858
Saved in:
3
The conditional capital asset pricing model revisited : evidence from high-frequency betas
Hollstein, Fabian
;
Prokopczuk, Marcel
;
Wese Simen, Chardin
- In:
Management science : journal of the Institute for …
66
(
2020
)
6
,
pp. 2474-2494
Persistent link: https://www.econbiz.de/10012254406
Saved in:
4
Variance risk : a bird's eye view
Hollstein, Fabian
;
Wese Simen, Chardin
- In:
Journal of econometrics
215
(
2020
)
2
,
pp. 517-535
Persistent link: https://www.econbiz.de/10012439498
Saved in:
5
Large-dimensional factor modeling based on high-frequency observations
Pelger, Markus
- In:
Journal of econometrics
208
(
2019
)
1
,
pp. 23-42
Persistent link: https://www.econbiz.de/10012139775
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