//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~person:"Chan, Thomas W. C."
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Capital income"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
ARCH model
1
ARCH-Modell
1
CAPM
1
Capital income
1
Correlation
1
Dynamic covariance modeling
1
Dynamic mapping
1
Estimation
1
Kapitaleinkommen
1
Korrelation
1
Multivariate Analyse
1
Multivariate GARCH
1
Multivariate analysis
1
Portfolio selection
1
Portfolio-Management
1
Risiko
1
Risikomanagement
1
Risikomaß
1
Risk
1
Risk contribution
1
Risk management
1
Risk measure
1
Schätzung
1
Tail risk
1
Theorie
1
Theory
1
Volatility
1
Volatilität
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
1
Type of publication (narrower categories)
All
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
1
Author
All
Chan, Thomas W. C.
Gupta, Rangan
167
Zaremba, Adam
160
Caporale, Guglielmo Maria
144
Campbell, John Y.
111
Bekaert, Geert
109
Bali, Turan G.
103
McMillan, David G.
99
Diebold, Francis X.
94
Harvey, Campbell R.
92
Bollerslev, Tim
81
Stambaugh, Robert F.
79
Zhou, Guofu
79
Timmermann, Allan
77
Cakici, Nusret
74
Titman, Sheridan
74
Guidolin, Massimo
69
Narayan, Paresh Kumar
67
Wohar, Mark E.
66
Zhang, Lu
66
Faff, Robert W.
65
Pierdzioch, Christian
64
Ang, Andrew
62
Goetzmann, William N.
58
Subrahmanyam, Avanidhar
58
Bouri, Elie
57
McAleer, Michael
57
Plastun, Alex
57
Gil-Alaña, Luis A.
54
Ferson, Wayne E.
53
Poterba, James M.
51
Engle, Robert F.
48
Guirguis, Michel
48
Lettau, Martin
46
Bohl, Martin T.
45
Fabozzi, Frank J.
45
Lakonishok, Josef
45
Guo, Hui
44
Jagannathan, Ravi
44
Ma, Feng
42
Pesaran, M. Hashem
42
more ...
less ...
Published in...
All
Journal of econometrics
1
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Efficient estimation of high-dimensional dynamic covariance by risk factor mapping : applications for financial risk management
So, Mike Ka-pui
;
Chan, Thomas W. C.
;
Chu, Amanda M. Y.
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 151-167
Persistent link: https://www.econbiz.de/10013441642
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->