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subject:"Kapitaleinkommen"
~isPartOf:"The journal of finance : the journal of the American Finance Association"
~person:"Engle, Robert F."
~subject:"Data-Envelopment-Analyse"
~subject:"USA"
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Kapitaleinkommen
Data-Envelopment-Analyse
USA
Börsenkurs
2
Estimation
2
Schätzung
2
Share price
2
Theorie
2
Theory
2
1980-1988
1
1990-1991
1
Ankündigungseffekt
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Announcement effect
1
Capital income
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Japan
1
Securities trading
1
Time
1
Time series analysis
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United States
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VAR model
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VAR-Modell
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Wertpapierhandel
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Zeit
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Zeitreihenanalyse
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Engle, Robert F.
Fama, Eugene F.
3
French, Kenneth Ronald
3
Goetzmann, William N.
3
Pástor, Ľuboš
3
Stambaugh, Robert F.
3
Tate, Geoffrey
3
Titman, Sheridan
3
Aït-Sahalia, Yacine
2
Baker, Malcolm
2
Bollerslev, Tim
2
Bossaerts, Peter L.
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Boudoukh, Jacob
2
Brennan, Michael J.
2
Duffie, Darrell
2
Easley, David
2
Evans, Martin D. D.
2
Fleming, Jeff
2
Graham, John R.
2
Jacobs, Kris
2
Jagannathan, Ravi
2
Li, Haitao
2
Malmendier, Ulrike
2
Nanda, Vikram
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O'Hara, Maureen
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Richardson, Matthew
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Seru, Amit
2
Simutin, Mikhail
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Singleton, Kenneth J.
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Timmermann, Allan
2
Wang, Yihui
2
Whaley, Robert E.
2
Whited, Toni Marion
2
Wurgler, Jeffrey
2
Zhou, Guofu
2
Zingales, Luigi
2
Aggarwal, Raj
1
Aharony, Joseph
1
Akbas, Ferhat
1
An, Byeong-Je
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The journal of finance : the journal of the American Finance Association
Working paper / National Bureau of Economic Research, Inc.
8
Discussion paper / Department of Economics, University of California San Diego
6
Discussion paper / Centre for Economic Policy Research
2
The journal of derivatives : the official publication of the International Association of Financial Engineers
2
Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
2
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Forecasting volatility in the financial markets
1
Georgetown McDonough School of Business Research Paper
1
Georgetown McDonough School of Business Research Paper 2012-16
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of econometrics
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of financial economics
1
Journal of financial markets
1
Koç University - TÜSİAD Economic Research Forum working paper series
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
NBER working paper series
1
Review of derivatives research
1
The review of financial studies
1
Working paper series / Czech National Bank
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ECONIS (ZBW)
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Time and the price impact of a trade
Dufour, Alfonso
;
Engle, Robert F.
- In:
The journal of finance : the journal of the American …
55
(
2000
)
6
,
pp. 2467-2498
Persistent link: https://www.econbiz.de/10001537329
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2
Measuring and testing the impact of news on volatility
Engle, Robert F.
- In:
The journal of finance : the journal of the American …
48
(
1993
)
5
,
pp. 1749-1778
Persistent link: https://www.econbiz.de/10001155967
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