//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
subject:"Capital income"
subject:"Zeitreihenanalyse"
~isPartOf:"Journal of econometrics"
~isPartOf:"The journal of finance : the journal of the American Finance Association"
~person:"Andersen, Torben"
~person:"Ferson, Wayne E."
~subject:"United States"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Theory"
Narrow search
Delete all filters
| 7 applied filters
Year of publication
From:
To:
Subject
All
Capital income
Zeitreihenanalyse
United States
Theorie
14
Theory
14
USA
8
CAPM
6
Volatility
6
Volatilität
6
Kapitaleinkommen
4
Time series analysis
4
Estimation
3
Schätzung
3
1992-1993
2
Ankündigungseffekt
2
Announcement effect
2
Börsenkurs
2
Deutsche Mark
2
Estimation theory
2
Interest rate
2
Investment Fund
2
Investmentfonds
2
Risiko
2
Risk
2
Schätztheorie
2
Share price
2
Zins
2
1926-1985
1
1926-1998
1
1947-1985
1
1954-1995
1
1968-1990
1
1984-2012
1
Anlageverhalten
1
Asset pricing
1
Behavioural finance
1
Bias
1
Data Mining
1
Data mining
1
Devisenmarkt
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
10
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
10
Aufsatz in Zeitschrift
10
Festschrift
1
Konferenzschrift
1
Language
All
English
11
Author
All
Andersen, Torben
Ferson, Wayne E.
Phillips, Peter C. B.
16
Koop, Gary
10
Aït-Sahalia, Yacine
7
Swanson, Norman R.
7
Yu, Jun
7
Bollerslev, Tim
6
Diebold, Francis X.
6
Mariano, Roberto S.
6
Schwartz, Eduardo S.
6
Xiao, Zhijie
6
Chen, Xiaohong
5
Hallin, Marc
5
Linton, Oliver
5
O'Hara, Maureen
5
Stambaugh, Robert F.
5
Steel, Mark F. J.
5
Stein, Jeremy C.
5
Taylor, Robert
5
Teräsvirta, Timo
5
Timmermann, Allan
5
Todorov, Viktor
5
Baillie, Richard
4
Barigozzi, Matteo
4
Bekaert, Geert
4
Chen, Rong
4
Engle, Robert F.
4
Fan, Yanqin
4
Franses, Philip Hans
4
Gonzalo, Jesús
4
Hansen, Lars Peter
4
Hong, Harrison G.
4
Hong, Yongmiao
4
Jagannathan, Ravi
4
Liao, Yuan
4
Lo, Andrew W.
4
Longstaff, Francis A.
4
Lütkepohl, Helmut
4
McAleer, Michael
4
more ...
less ...
Institution
All
Association of Asia-Pacific Business School's Academic Conference <2018, Hongkong>
1
Published in...
All
Journal of econometrics
The journal of finance : the journal of the American Finance Association
Working paper / National Bureau of Economic Research, Inc.
16
NBER working paper series
9
Journal of financial economics
5
NBER Working Paper
4
CFS working paper series
2
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
Financial Institutions Center
2
The journal of business : B
2
The review of financial studies
2
Working papers / Financial Institutions Center
2
Cahier / Départment de Sciences Économiques, Université de Montréal
1
European financial management : the journal of the European Financial Management Association
1
Finance
1
Financial markets and asset pricing
1
International economic review
1
Journal of applied econometrics
1
Journal of banking & finance
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of empirical finance
1
Journal of political economy
1
NBER reporter online
1
Research in finance
1
Review of asset pricing studies
1
Symposium on forecasting and empirical methods in macroeconomics and finance
1
The review of economics and statistics
1
Working paper / Department of Finance, Kellogg Graduate School of Management, Northwestern University
1
Working papers / Federal Reserve Bank of Chicago
1
more ...
less ...
Source
All
ECONIS (ZBW)
11
Showing
1
-
10
of
11
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Intraday cross-sectional distributions of systematic risk
Andersen, Torben
;
Riva, Raul
;
Thyrsgaard, Martin
; …
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1394-1418
Persistent link: https://www.econbiz.de/10014471397
Saved in:
2
Annals issue: Time series analysis of higher moments and distributions of financial data
Andersen, Torben
(
ed.
);
Chang, Chia-Lin
(
ed.
); …
-
Association of Asia-Pacific Business School's Academic …
-
2022
Persistent link: https://www.econbiz.de/10013440599
Saved in:
3
Alpha and performance measurement : the effects of investor disaggrement and heterogeneity
Ferson, Wayne E.
;
Lin, Jerchern
- In:
The journal of finance : the journal of the American …
69
(
2014
)
4
,
pp. 1565-1596
Persistent link: https://www.econbiz.de/10010412331
Saved in:
4
Spurious regressions in financial economics?
Ferson, Wayne E.
;
Sarkissian, Sergei
;
Simin, Timothy T.
- In:
The journal of finance : the journal of the American …
58
(
2003
)
4
,
pp. 1393-1414
Persistent link: https://www.econbiz.de/10001780902
Saved in:
5
Conditioning variables and the cross section of stock returns
Ferson, Wayne E.
;
Harvey, Campbell R.
- In:
The journal of finance : the journal of the American …
54
(
1999
)
4
,
pp. 1325-1360
Persistent link: https://www.econbiz.de/10001395766
Saved in:
6
Deutsche Mark-dollar volatility : intraday activity patterns, macroeconomic announcements and longer run dependencies
Andersen, Torben
- In:
The journal of finance : the journal of the American …
53
(
1998
)
1
,
pp. 219-265
Persistent link: https://www.econbiz.de/10001235487
Saved in:
7
Heterogeneous information arrivals and return volatility dynamics : uncovering the long-run in high frequency returns
Andersen, Torben
- In:
The journal of finance : the journal of the American …
52
(
1997
)
3
,
pp. 975-1005
Persistent link: https://www.econbiz.de/10001225624
Saved in:
8
Estimating continuous-time stochastic volatility models of the short-term interest rate
Andersen, Torben
- In:
Journal of econometrics
77
(
1997
)
2
,
pp. 343-377
Persistent link: https://www.econbiz.de/10001212838
Saved in:
9
Measuring fund strategy and performance in changing economic conditions
Ferson, Wayne E.
- In:
The journal of finance : the journal of the American …
51
(
1996
)
2
,
pp. 425-461
Persistent link: https://www.econbiz.de/10001205910
Saved in:
10
Are the latent variables in time-varying expected returns compensation for consumption risk?
Ferson, Wayne E.
- In:
The journal of finance : the journal of the American …
45
(
1990
)
2
,
pp. 397-429
Persistent link: https://www.econbiz.de/10001089800
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->