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subject:"Kapitaleinkommen"
~isPartOf:"Journal of empirical finance"
~person:"Bee, Marco"
~person:"Timmermann, Allan"
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Kapitaleinkommen
Capital income
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Estimation
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Forecasting model
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Bee, Marco
Timmermann, Allan
Nelson, Charles R.
3
Cenesizoglu, Tolga
2
Christiansen, Charlotte
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Hur, Jungshik
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Karanasos, Menelaos
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Kim, Chang-Jin
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Maio, Paulo
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Salvador, Enrique
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Journal of empirical finance
Discussion paper / Department of Economics, University of California San Diego
5
Discussion paper series / LSE Financial Markets Group
3
Journal of financial economics
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Forecasting volatility in the financial markets
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International review of financial analysis
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ECONIS (ZBW)
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Realizing the extremes : estimation of tail-risk measures from a high-frequency perspective
Bee, Marco
;
Dupuis, Debbie J.
;
Trapin, Luca
- In:
Journal of empirical finance
36
(
2016
),
pp. 86-99
Persistent link: https://www.econbiz.de/10011662757
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2
Market timing and return prediciton under model instability
Pesaran, M. Hashem
;
Timmermann, Allan
- In:
Journal of empirical finance
9
(
2002
)
5
,
pp. 495-510
Persistent link: https://www.econbiz.de/10001712014
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