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subject:"Capital income"
subject:"Zeitreihenanalyse"
~isPartOf:"Discussion paper / Centre for Economic Policy Research"
~person:"Bollerslev, Tim"
~person:"Hendry, David F."
~person:"Stambaugh, Robert F."
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Capital income
Zeitreihenanalyse
Theorie
5
Theory
5
USA
3
United States
3
Investment Fund
2
Investmentfonds
2
Kapitaleinkommen
2
Liquidity
2
Liquidität
2
1962-2000
1
1979-2011
1
Aggregation
1
Betriebsgröße
1
CAPM
1
Capital market returns
1
EU countries
1
EU-Staaten
1
Estimation
1
Firm size
1
Forecast
1
Forecasting model
1
Handelsvolumen der Börse
1
Informational efficiency
1
Informationseffizienz
1
Interest rate
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Investition
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Investment
1
Kapitalmarktrendite
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Portfolio selection
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Portfolio-Management
1
Prognose
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Prognoseverfahren
1
Returns to scale
1
Schätzung
1
Securities trading
1
Skalenertrag
1
Trading volume
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Wertpapierhandel
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1
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2
Graue Literatur
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Non-commercial literature
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Working Paper
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English
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Bollerslev, Tim
Hendry, David F.
Stambaugh, Robert F.
Forni, Mario
6
Timmermann, Allan
5
Albuquerque, Rui
4
Lettau, Martin
4
Lippi, Marco
4
Nieuwerburgh, Stijn van
4
Reichlin, Lucrezia
4
Ghysels, Eric
3
Ludvigson, Sydney C.
3
Vassalou, Maria
3
Artis, Michael J.
2
Backus, David
2
Campbell, Rachel
2
Chernov, Mikhail
2
Eichenbaum, Martin S.
2
Favero, Carlo A.
2
Giannone, Domenico
2
Hallin, Marc
2
Inoue, Atsushi
2
Kacperczyk, Marcin
2
Lombardo, Davide
2
Lustig, Hanno
2
Marcellino, Massimiliano
2
Miles, David
2
Nagel, Stefan
2
Pagano, Marco
2
Pesaran, M. Hashem
2
Pettenuzzo, Davide
2
Pástor, Ľuboš
2
Rebelo, Sérgio
2
Acharya, Viral V.
1
Adam, Klaus
1
Aiolfi, Marco
1
Albagli, Elias
1
Albuquerque, Rui H. P. L. de
1
Antoch, Jaromir
1
Ball, Ryan
1
Banerjee, Anindya
1
Beaudry, Paul
1
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Discussion paper / Centre for Economic Policy Research
Working paper / National Bureau of Economic Research, Inc.
14
NBER working paper series
13
NBER Working Paper
12
Department of Economics discussion paper series / University of Oxford
6
International journal of forecasting
6
Journal of econometrics
5
Rodney L. White Center for Financial Research
5
ERID working paper
4
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
4
Economic Research Initiatives at Duke (ERID) Working Paper
4
The journal of finance : the journal of the American Finance Association
4
Working papers / Rodney L. White Center for Financial Research
4
Working paper series / Center for Research in Security Prices
3
CFS working paper series
2
CREATES research paper
2
Econometric reviews
2
Economics discussion papers
2
Financial Institutions Center
2
Journal of financial economics
2
Journal of political economy
2
Technical working paper / National Bureau of Economic Research
2
The review of economics and statistics
2
Working paper
2
Working papers / Financial Institutions Center
2
A Century of economics : 100 years of the Royal Economic Society and the Economic Journal
1
Advanced texts in econometrics
1
CREATES Research Paper
1
Cahier / Départment de Sciences Économiques, Université de Montréal
1
Chicago Booth Research Paper
1
Econometrics : open access journal
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Essays in honor of M. Hashem Pesaran : prediction and macro modeling
1
Finance and economics discussion series
1
Handbook of econometrics ; Vol. 2
1
Handbook of econometrics ; Vol. 4
1
Handbook of economic forecasting ; 1
1
International economic review
1
International finance discussion papers
1
International symposia in economic theory and econometrics
1
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ECONIS (ZBW)
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1
On the size of the active management industry
Pástor, Ľuboš
;
Stambaugh, Robert F.
-
2010
Persistent link: https://www.econbiz.de/10003945509
Saved in:
2
Liquidity risk and expected stock returns
Pástor, Ľuboš
-
2002
Persistent link: https://www.econbiz.de/10013424074
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