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subject:"Capital income"
type_genre:"Arbeitspapier"
~person:"Bollerslev, Tim"
~subject:"USA"
~type_genre:"Mehrbändiges Werk"
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Capital income
USA
Estimation
21
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11
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11
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10
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Bollerslev, Tim
Caporale, Guglielmo Maria
53
Gil-Alaña, Luis A.
50
Heckman, James J.
49
Gupta, Rangan
43
Pesaran, M. Hashem
33
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30
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29
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29
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24
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23
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Belke, Ansgar
22
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21
Pástor, Ľuboš
21
Bloom, Nicholas
20
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20
Christiano, Lawrence J.
20
Karanassou, Marika
20
Stambaugh, Robert F.
20
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19
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19
Kilian, Lutz
19
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19
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18
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18
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18
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18
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18
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17
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17
Eickmeier, Sandra
17
Härdle, Wolfgang
17
Ludvigson, Sydney C.
17
Massa, Massimo
17
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17
Schorfheide, Frank
17
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17
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ECONIS (ZBW)
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1
Roughing up beta : continuous vs. discontinuous betas, and the cross-section of expected stock returns
Bollerslev, Tim
;
Li, Sophia Zhengzi
;
Todorov, Viktor
-
2014
Persistent link: https://www.econbiz.de/10010442477
Saved in:
2
Tail risk premia and return predictability
Bollerslev, Tim
;
Todorov, Viktor
;
Xu, Lai
-
2014
Persistent link: https://www.econbiz.de/10010442441
Saved in:
3
Estimation of jump tails
Bollerslev, Tim
;
Todorov, Viktor
-
2011
Persistent link: https://www.econbiz.de/10009559404
Saved in:
4
Tails, fears, and risk premia
Bollerslev, Tim
;
Todorov, Viktor
-
2011
Persistent link: https://www.econbiz.de/10009559410
Saved in:
5
Stock return predictability and variance risk premia : statistical inference and international evidence
Bollerslev, Tim
;
Marrone, James
;
Xu, Lai
;
Zhou, Hao
-
2011
Persistent link: https://www.econbiz.de/10009406434
Saved in:
6
Risk and return : long-run relationships, fractional cointegration, and return predictability
Bollerslev, Tim
(
contributor
)
-
2011
Persistent link: https://www.econbiz.de/10009785804
Saved in:
7
Estimation of jump tails
Bollerslev, Tim
;
Todorov, Viktor
-
2010
Persistent link: https://www.econbiz.de/10003959796
Saved in:
8
Tails, fears and risk premia
Bollerslev, Tim
;
Todorov, Viktor
-
2009
Persistent link: https://www.econbiz.de/10003849565
Saved in:
9
Expected stock returns and variance risk premia
Bollerslev, Tim
;
Tauchen, George Eugene
;
Zhou, Hao
-
2008
Persistent link: https://www.econbiz.de/10010218854
Saved in:
10
Expected stock returns and variance risk premia
Bollerslev, Tim
;
Zhou, Hao
-
2007
Persistent link: https://www.econbiz.de/10003826928
Saved in:
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