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~isPartOf:"Journal of econometrics"
~isPartOf:"Working papers / Rodney L. White Center for Financial Research"
~person:"Chang, Chia-Lin"
~person:"Lettau, Martin"
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Capital income
4
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Chang, Chia-Lin
Lettau, Martin
Stambaugh, Robert F.
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9
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Lettau, Martin and Pelger, Markus, Supplemental Appendix for "Factors that Fit the Time Series and Cross-Section of Stock Returns”, 2019
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ECONIS (ZBW)
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Realized matrix-exponential stochastic volatility with asymmetry, long memory and higher-moment spillovers
Asai, Manabu
;
Chang, Chia-Lin
;
McAleer, Michael
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 285-304
Persistent link: https://www.econbiz.de/10013441658
Saved in:
2
Estimating latent asset-pricing factors
Lettau, Martin
;
Pelger, Markus
- In:
Journal of econometrics
218
(
2020
)
1
,
pp. 1-31
Persistent link: https://www.econbiz.de/10012482858
Saved in:
3
The term structure of equity and interest rates
Lettau, Martin
;
Wachter, Jessica
-
2010
Persistent link: https://www.econbiz.de/10008906825
Saved in:
4
Econometric analysis of financial derivatives: an overview
Chang, Chia-Lin
;
McAleer, Michael
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 403-407
Persistent link: https://www.econbiz.de/10011499624
Saved in:
5
The declining equity premium : what role does macroeconomic risk play?
Lettau, Martin
(
contributor
); …
-
2004
-
rev
Persistent link: https://www.econbiz.de/10003229588
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