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subject:"Capital income"
subject:"Zeitreihenanalyse"
~isPartOf:"The European journal of finance"
~isPartOf:"The journal of finance : the journal of the American Finance Association"
~isPartOf:"The review of economics and statistics"
~person:"Pástor, Ľuboš"
~person:"Wright, Jonathan H."
~type:"article"
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Capital income
Zeitreihenanalyse
Theorie
8
Theory
8
USA
5
United States
5
Kapitaleinkommen
3
CAPM
2
Estimation
2
Estimation theory
2
Financial investment
2
Forecasting model
2
Kapitalanlage
2
Portfolio selection
2
Portfolio-Management
2
Prognoseverfahren
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Schätztheorie
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Schätzung
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1834-1996
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1926-1996
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1963-1995
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1979-2011
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1985-2010
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1986-2011
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Autocorrelation
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Autokorrelation
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Bayes-Statistik
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Bayesian inference
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Bruttoinlandsprodukt
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Börsenkurs
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Capital market returns
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Cost of capital
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Credit market
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Credit risk
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Economic forecast
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Eigenkapital
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4
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English
4
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Pástor, Ľuboš
Wright, Jonathan H.
Ferson, Wayne E.
4
Stambaugh, Robert F.
4
Diebold, Francis X.
3
Harvey, Campbell R.
3
Backus, David
2
Barberis, Nicholas
2
Bollerslev, Tim
2
Brennan, Michael J.
2
Chan, Louis K. C.
2
Charemza, Wojciech
2
Chen, Jing
2
Chernov, Mikhail
2
Conrad, Jennifer S.
2
Duffee, Greg
2
Forni, Mario
2
Franses, Philip Hans
2
Hong, Harrison G.
2
Hong, Yongmiao
2
Hwang, Soosung
2
Jagannathan, Ravi
2
Jegadeesh, Narasimhan
2
Johnson, Timothy C.
2
Kandel, Shmuel
2
Korajczyk, Robert A.
2
Lakonishok, Josef
2
Lee, Tae-hwy
2
Loperfido, Nicola
2
Ludvigson, Sydney C.
2
Lynch, Anthony W.
2
Shields, Kalvinder K.
2
Song, Xiaojing
2
Tippett, Mark
2
Wang, Zhenyu
2
Whitelaw, Robert F.
2
Williams, Julian M.
2
Wohar, Mark E.
2
Zalewska-Mitura, Anna
2
Acharya, Sankarshan
1
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The European journal of finance
The journal of finance : the journal of the American Finance Association
The review of economics and statistics
Economics letters
3
Journal of political economy
2
Journal of banking & finance
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of financial economics
1
The economic and social review
1
The review of financial studies
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ECONIS (ZBW)
4
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1
Efficient prediction of excess returns
Faust, Jon
;
Wright, Jonathan H.
- In:
The review of economics and statistics
93
(
2011
)
2
,
pp. 647-659
Persistent link: https://www.econbiz.de/10009161567
Saved in:
2
The equity premium and structural breaks
Pástor, Ľuboš
;
Stambaugh, Robert F.
- In:
The journal of finance : the journal of the American …
56
(
2001
)
4
,
pp. 1207-1239
Persistent link: https://www.econbiz.de/10001662218
Saved in:
3
High-frequency data, frequency domain inference, and volatility forecasting
Bollerslev, Tim
;
Wright, Jonathan H.
- In:
The review of economics and statistics
83
(
2001
)
4
,
pp. 596-602
Persistent link: https://www.econbiz.de/10001627219
Saved in:
4
Costs of equity capital and model mispricing
Pástor, Ľuboš
;
Stambaugh, Robert F.
- In:
The journal of finance : the journal of the American …
54
(
1999
)
1
,
pp. 67-121
Persistent link: https://www.econbiz.de/10001355201
Saved in:
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