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~isPartOf:"Working papers / Financial Institutions Center"
~person:"Diebold, Francis X."
~person:"Timmermann, Allan"
~subject:"Capital income"
~subject:"Prognoseverfahren"
~subject:"Risiko"
~subject:"Shock"
~subject:"Strategisches Management"
~subject:"Volatilität"
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Capital income
Prognoseverfahren
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Diebold, Francis X.
Timmermann, Allan
Foster, Dean P.
5
Allen, Franklin
4
Andersen, Torben
4
Bollerslev, Tim
4
Young, H. Peyton
4
Carletti, Elena
3
Christoffersen, Peter F.
3
Gale, Douglas
3
Babus, Ana
2
Crone, Theodore Michael
2
Khettry, N. Neil K.
2
Mester, Loretta J.
2
Novak, Jason A.
2
Stine, Robert A.
2
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2
Anderson, Torben G.
1
Araten, Michel
1
Aruoba, S. Borağan
1
Banegas, Ayelen
1
Bertocchi, Marida
1
Brandt, Michael W.
1
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1
Christensen, Jens H. E.
1
Edmans, Alex
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Fernando, Chitru S.
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1
Maurer, Raimond
1
Mitchell, Olivia S.
1
Rudebusch, Glenn D.
1
Scotti, Chiara
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International journal of forecasting
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ECONIS (ZBW)
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1
Mutual fund return predictability in partially segmented markets
Banegas, Ayelen
;
Gillen, Ben
;
Timmermann, Allan
; …
-
2011
Persistent link: https://www.econbiz.de/10009129587
Saved in:
2
On the correlation structure of microstructure noise in theory and practice
Diebold, Francis X.
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003790675
Saved in:
3
Direction-of-change forecasts based on conditional variance, skewness and kurtosis dynamics : international evidence
Christoffersen, Peter F.
;
Diebold, Francis X.
;
Mariano, …
-
2007
Persistent link: https://www.econbiz.de/10003729191
Saved in:
4
The affine arbitrage-free class of Nelson-Siegel term structure models
Christensen, Jens H. E.
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003586276
Saved in:
5
Real-time measurement of business conditions
Aruoba, S. Borağan
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003586278
Saved in:
6
Roughing it up : including jump components in the measurement, modeling and forecasting of return volatility
Andersen, Torben
(
contributor
);
Bollerslev, Tim
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10003586300
Saved in:
7
Stock returns and expected business conditions : half a century of direct evidence
Campbell, Sean D.
(
contributor
); …
-
2005
Persistent link: https://www.econbiz.de/10003182373
Saved in:
8
Volatility forecasting
Andersen, Torben
;
Bollerslev, Tim
;
Christoffersen, Peter F.
-
2005
Persistent link: https://www.econbiz.de/10002636128
Saved in:
9
Financial asset returns, direction-of-change forecasting, and volatility dynamics
Christoffersen, Peter F.
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002100081
Saved in:
10
A no-arbitrage approach to range-based estimation of return covariances and correlations
Brandt, Michael W.
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001785523
Saved in:
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