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~person:"Bouri, Elie"
~person:"Zhou, Guofu"
~subject:"Theorie"
~type_genre:"Article in journal"
~type_genre:"Working Paper"
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Search: subject:"Capital income"
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Theorie
Capital income
89
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89
Volatility
40
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40
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37
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37
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29
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Bouri, Elie
Zhou, Guofu
Diebold, Francis X.
43
Timmermann, Allan
34
Bollerslev, Tim
31
Nielsen, Søren Bo
30
Huizinga, Harry
28
Stambaugh, Robert F.
26
Eggert, Wolfgang
22
Ferson, Wayne E.
21
Andersen, Torben
20
Caporale, Guglielmo Maria
20
Gil-Alaña, Luis A.
20
Harvey, Campbell R.
20
Bekaert, Geert
18
Nieuwerburgh, Stijn van
18
Pesaran, M. Hashem
18
Pástor, Ľuboš
18
Campbell, John Y.
17
Engle, Robert F.
17
Gupta, Rangan
17
Haufler, Andreas
17
Koskela, Erkki
17
Ludwig, Alexander
17
Lux, Thomas
17
Gordon, Roger H.
16
Guidolin, Massimo
16
Sørensen, Peter Birch
16
Bovenberg, Ary Lans
15
Lucas, André
15
Södersten, Jan
15
Huber, Bernd
14
Keuschnigg, Christian
14
Schjelderup, Guttorm
14
Aït-Sahalia, Yacine
13
Backus, David
13
Cochrane, John H.
13
He, Xue-zhong
13
Lettau, Martin
13
Li, Kai
13
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13
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3
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2
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2
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1
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1
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1
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1
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ECONIS (ZBW)
21
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1
Winners from winners : a tale of risk factors
Chib, Siddhartha
;
Zhao, Lingxiao
;
Zhou, Guofu
- In:
Management science : journal of the Institute for …
70
(
2024
)
1
,
pp. 396-414
Persistent link: https://www.econbiz.de/10014470017
Saved in:
2
Expected return, volume, and mispricing
Han, Yufeng
;
Huang, Dashan
;
Huang, Dayong
;
Zhou, Guofu
- In:
Journal of financial economics
143
(
2022
)
3
,
pp. 1295-1315
Persistent link: https://www.econbiz.de/10013402177
Saved in:
3
On the intraday return curves of Bitcoin : predictability and trading opportunities
Bouri, Elie
;
Lau, Chi Keung
;
Saeed, Tareq
;
Wang, Shixuan
; …
- In:
International review of financial analysis
76
(
2021
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012804738
Saved in:
4
Predicting Bitcoin returns : comparing the roles of newspaper- and internet search-based measures of uncertainty
Bouri, Elie
;
Gupta, Rangan
- In:
Finance research letters
38
(
2021
),
pp. 1-7
Persistent link: https://www.econbiz.de/10012485208
Saved in:
5
Gold, platinum and the predictability of bond risk premia
Bouri, Elie
;
Demirer, Rıza
;
Gupta, Rangan
;
Wohar, Mark E.
- In:
Finance research letters
38
(
2021
),
pp. 1-7
Persistent link: https://www.econbiz.de/10012487757
Saved in:
6
Time-varying risk aversion and forecastability of the US term structure of interest rates
Bouri, Elie
;
Gupta, Rangan
;
Majumdar, Anandamayee
; …
- In:
Finance research letters
42
(
2021
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014582612
Saved in:
7
Monetary policy uncertainty and jumps in advanced equity markets
Bouri, Elie
;
Gillas, Konstantinos Gkillas
;
Gupta, Rangan
; …
- In:
Journal of risk
23
(
2020/2021
)
1
,
pp. 101-112
Persistent link: https://www.econbiz.de/10012500112
Saved in:
8
Bitcoin price-volume : a multifractal cross-correlation approach
El Alaoui, Marwane
;
Bouri, Elie
;
Roubaud, David
- In:
Finance research letters
31
(
2019
),
pp. 374-381
Persistent link: https://www.econbiz.de/10012421640
Saved in:
9
Asymmetry in stock comovements : an entropy approach
Jiang, Lei
;
Wu, Ke
;
Zhou, Guofu
- In:
Journal of financial and quantitative analysis : JFQA
53
(
2018
)
4
,
pp. 1479-1507
Persistent link: https://www.econbiz.de/10011930502
Saved in:
10
A trend factor : Any economic gains from using information over investment horizons?
Han, Yufeng
;
Zhou, Guofu
;
Zhu, Yingzi
- In:
Journal of financial economics
122
(
2016
)
2
,
pp. 352-375
Persistent link: https://www.econbiz.de/10011590910
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