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subject:"Time series analysis"
subject:"United States"
~isPartOf:"Finance and economics discussion series"
~isPartOf:"The review of financial studies"
~person:"Figura, Andrew"
~person:"Li, Geng"
~person:"Zhou, Hao"
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Search: subject_exact:"Estimation"
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Time series analysis
United States
Estimation
19
Schätzung
19
USA
17
Capital income
5
Kapitaleinkommen
5
Risikoprämie
5
Risk premium
5
Yield curve
4
Zinsstruktur
4
Börsenkurs
3
Share price
3
Theorie
3
Theory
3
1990-2005
2
Anlageverhalten
2
Bank regulation
2
Bank risk
2
Bankenaufsicht
2
Bankenregulierung
2
Banking supervision
2
Bankrisiko
2
Behavioural finance
2
Consumer behaviour
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Correlation
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Deutschland
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Employment
2
Erwerbstätigkeit
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Financial sector
2
Finanzsektor
2
Germany
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Government securities
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Konsumentenverhalten
2
Korrelation
2
Staatspapier
2
Stochastic process
2
Stochastischer Prozess
2
Systemic risk
2
Systemrisiko
2
Volatility
2
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English
17
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Figura, Andrew
Li, Geng
Zhou, Hao
Kim, Don H.
7
D'Amico, Stefania
6
Berger, Allen N.
4
Bollerslev, Tim
4
Falato, Antonio
4
Han, Song
4
Laubach, Thomas
4
Roberts, John M.
4
Shan, Hui
4
Vidangos, Ivan
4
Ang, Andrew
3
Bekaert, Geert
3
Downing, Chris
3
Estevão, Marcelo M.
3
French, Mark W.
3
Kadyrzhanova, Dalida
3
Kelly, Bryan T.
3
Molloy, Raven S.
3
Nalewaik, Jeremy
3
Rudd, Jeremy B.
3
Sack, Brian
3
Smith, Paul A.
3
Stanton, Richard
3
Stulz, René M.
3
Tetlow, Robert
3
Wei, Min
3
Williams, John C.
3
Bakshi, Gurdip S.
2
Bansal, Ravi
2
Bomfim, Antúlio N.
2
Bricker, Jesse
2
Cao, Charles Q.
2
Carlson, Mark
2
Carpenter, Seth B.
2
DeBacker, Jason
2
Demiralp, Selva
2
Durham, J. Benson
2
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Finance and economics discussion series
The review of financial studies
The American economic review
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of econometrics
1
Journal of financial and quantitative analysis : JFQA
1
Journal of money, credit and banking : JMCB
1
The journal of finance : the journal of the American Finance Association
1
The review of economics and statistics
1
Working paper series
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ECONIS (ZBW)
17
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Systemic risk contributions
Huang, Xin
;
Zhou, Hao
;
Zhu, Haibin
-
2011
Persistent link: https://www.econbiz.de/10009405766
Saved in:
2
Are household surveys like tax forms : evidence from income underreporting of the self-employed
Hurst, Erik
;
Li, Geng
;
Pugsley, Benjamin
-
2011
Persistent link: https://www.econbiz.de/10009405774
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3
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
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4
Risk, uncertainty, and expected returns
Bali, Turan G.
;
Zhou, Hao
-
2011
Persistent link: https://www.econbiz.de/10009406481
Saved in:
5
A semiparametric characterization of income uncertainty over the life cycle
Feigenbaum, James A.
;
Li, Geng
-
2010
Persistent link: https://www.econbiz.de/10008655794
Saved in:
6
Household borrowing after personal bankruptcy
Han, Song
;
Li, Geng
-
2009
Persistent link: https://www.econbiz.de/10003852198
Saved in:
7
Information sharing and stock market participation : evidence from extended families
Li, Geng
-
2009
Persistent link: https://www.econbiz.de/10003932746
Saved in:
8
Expected stock returns and variance risk premia
Bollerslev, Tim
;
Zhou, Hao
-
2007
Persistent link: https://www.econbiz.de/10003826928
Saved in:
9
Choice of mortgage contracts : evidence from the survey of consumer finances
Coulibaly, Brahima
;
Li, Geng
-
2007
Persistent link: https://www.econbiz.de/10003828250
Saved in:
10
Why are plant deaths countercyclical : reallocation timing or fragility?
Figura, Andrew
-
2006
Persistent link: https://www.econbiz.de/10003384998
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