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subject:"Capital income"
subject:"Zeitreihenanalyse"
~isPartOf:"The journal of finance : the journal of the American Finance Association"
~person:"Bollerslev, Tim"
~person:"Hendry, David F."
~person:"Härdle, Wolfgang"
~person:"Stambaugh, Robert F."
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Capital income
Zeitreihenanalyse
Theorie
9
Theory
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USA
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6
CAPM
3
Estimation
3
Kapitaleinkommen
3
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1834-1996
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Bollerslev, Tim
Hendry, David F.
Härdle, Wolfgang
Stambaugh, Robert F.
Ferson, Wayne E.
4
Harvey, Campbell R.
3
Backus, David
2
Barberis, Nicholas
2
Brennan, Michael J.
2
Chan, Louis K. C.
2
Chernov, Mikhail
2
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2
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2
Hong, Harrison G.
2
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2
Jegadeesh, Narasimhan
2
Johnson, Timothy C.
2
Kandel, Shmuel
2
Korajczyk, Robert A.
2
Lakonishok, Josef
2
Lynch, Anthony W.
2
Pástor, Ľuboš
2
Wang, Zhenyu
2
Whitelaw, Robert F.
2
Acharya, Sankarshan
1
Adrian, Tobias
1
Albuquerque, Rui
1
Ang, Andrew
1
Antón, Miguel
1
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Aït-Sahalia, Yacine
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1
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1
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1
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1
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1
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1
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The journal of finance : the journal of the American Finance Association
SFB 649 discussion paper
24
Working paper / National Bureau of Economic Research, Inc.
14
NBER working paper series
13
NBER Working Paper
12
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
11
Discussion papers of interdisciplinary research project 373
7
Universitext
7
Department of Economics discussion paper series / University of Oxford
6
International journal of forecasting
6
Journal of econometrics
6
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
Working papers / Rodney L. White Center for Financial Research
4
CORE discussion paper : DP
3
Working paper series / Center for Research in Security Prices
3
CFS working paper series
2
CREATES research paper
2
Discussion paper / Centre for Economic Policy Research
2
Econometric reviews
2
Economics discussion papers
2
Financial Institutions Center
2
International statistical review : a journal of the International Statistical Institute and its associations
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
Advances in statistical analysis : AStA ; a journal of the German Statistical Society
1
Applied quantitative finance
1
CREATES Research Paper
1
Cahier / Départment de Sciences Économiques, Université de Montréal
1
Chicago Booth Research Paper
1
Contributions to statistics
1
Digital finance : smart data analytics, investment innovation, and financial technology
1
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1
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:
2
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:
3
On the predictability of stock returns : an asset-allocation perspective
Kandel, Shmuel
- In:
The journal of finance : the journal of the American …
51
(
1996
)
2
,
pp. 385-424
Persistent link: https://www.econbiz.de/10001205915
Saved in:
4
Portfolio inefficiency and the cross-section of expected returns
Kandel, Shmuel
- In:
The journal of finance : the journal of the American …
50
(
1995
)
1
,
pp. 157-184
Persistent link: https://www.econbiz.de/10001178302
Saved in:
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