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institution:"The Wharton Financial Institutions Center"
~institution:"Banca nazionale del lavoro / Ufficio scenari economici"
~institution:"Banco Central do Brasil"
~institution:"University of Chicago / Center for Research in Security Prices"
~subject:"Börsenkurs"
~subject:"Leistungsbeurteilung"
~subject:"Volatility"
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Börsenkurs
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Capital income
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Diebold, Francis X.
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Tabak, Benjamin Miranda
2
Ajassa, Giovanni
1
Ambrosetti, Stefano
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Andersen, Torben
1
Anderson, Torben G.
1
Bollerslev, Tim
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Lima, Eduardo José Araújo
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Menzly, Lior
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The Wharton Financial Institutions Center
Banca nazionale del lavoro / Ufficio scenari economici
Banco Central do Brasil
University of Chicago / Center for Research in Security Prices
National Bureau of Economic Research
200
OECD
8
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
7
Chambre de commerce et d'industrie de Paris
6
Federal Reserve System / Division of Research and Statistics
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Rodney L. White Center for Financial Research
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University of Canterbury / Dept. of Economics and Finance
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Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
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Center for Economic Research <Tilburg>
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Federal Reserve Bank of St. Louis
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2
Ekonomiska forskningsinstitutet <Stockholm>
2
Harvard Institute of Economic Research
2
Judge Institute of Management Studies
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Mediobanca <Mailand>
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Nationalekonomiska Institutionen <Lund>
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ECONIS (ZBW)
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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:
2
Newly listed firms : fundamentals, survival rates, and returns
Fama, Eugene F.
(
contributor
); …
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001636359
Saved in:
3
Short sale constraints and stock returns
Jones, Charles M.
(
contributor
);
Lamont, Owen A.
(
contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001636411
Saved in:
4
Habit formation and the cross section of stock returns
Menzly, Lior
(
contributor
);
Santos, Tano
(
contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001636417
Saved in:
5
The effects of the Brazilian ADRs Program on domestic market efficiency
Tabak, Benjamin Miranda
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001743252
Saved in:
6
Some like it smooth, and some like it rough : untangling continuous and jump components in measuring, modeling, and forecasting asset return volatility
Andersen, Torben
(
contributor
);
Bollerslev, Tim
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001899970
Saved in:
7
Modeling and forecasting realized volatility
Anderson, Torben G.
(
contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001547064
Saved in:
8
Mutual fund performance and seemingly unrelated assets
Pástor, Ľuboš
(
contributor
); …
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001551884
Saved in:
9
Value at Risk (VaR) models : a comparative analysis of parametric and non parametric approaches
Ajassa, Giovanni
(
contributor
); …
-
1998
Persistent link: https://www.econbiz.de/10001435254
Saved in:
10
Stock returns and volatility
Tabak, Benjamin Miranda
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001735572
Saved in:
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