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institution:"The Wharton Financial Institutions Center"
~institution:"Banca nazionale del lavoro / Ufficio scenari economici"
~institution:"Chambre de commerce et d'industrie de Paris"
~subject:"Leistungsbeurteilung"
~subject:"Theory"
~subject:"Volatility"
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Leistungsbeurteilung
Theory
Volatility
Capital income
15
Kapitaleinkommen
15
Theorie
10
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7
USA
5
United States
5
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English
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Diebold, Francis X.
4
Crouhy, Michel
2
Solnik, Bruno
2
Ajassa, Giovanni
1
Ambrosetti, Stefano
1
Andersen, Torben
1
Anderson, Torben G.
1
Bensoussan, Alain
1
Bertocchi, Marida
1
Bollerslev, Tim
1
Brandt, Michael W.
1
Christoffersen, Peter F.
1
Christoffersen, Susan E. K.
1
DeVito, Giovanni Nicola
1
Galai, Dan
1
Giacometti, Rosella
1
Gorton, Gary
1
Harvey, Campbell R.
1
Kahl, Matthias
1
Li, Canlin
1
Longin, François M.
1
Rockinger, Michael
1
Zenios, Stauros Andrea
1
Zhou, Guofu
1
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The Wharton Financial Institutions Center
Banca nazionale del lavoro / Ufficio scenari economici
Chambre de commerce et d'industrie de Paris
National Bureau of Economic Research
339
Forschungsinstitut zur Zukunft der Arbeit
15
Rodney L. White Center for Financial Research
11
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
9
University of Chicago / Center for Research in Security Prices
7
Birkbeck College / Department of Economics
6
Erasmus Research Institute of Management
6
Institute of Finance and Accounting <London>
6
Zentrum für Europäische Wirtschaftsforschung
6
Centre for Economic Policy Research
5
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
5
Ekonomiska forskningsinstitutet <Stockholm>
5
Gottfried Wilhelm Leibniz Universität Hannover
5
Svenska Handelshögskolan <Helsinki>
5
University of Canterbury / Dept. of Economics and Finance
5
Harvard Institute of Economic Research
4
Institut for Nationaløkonomi <Kopenhagen>
4
Rutgers University / Department of Economics
4
Australian National University / Faculty of Economics and Commerce
3
Federal Reserve Bank of San Francisco
3
Federal Reserve System / Division of Research and Statistics
3
Foerder Institute for Economic Research <Tēl-Āvîv>
3
INSEAD
3
Innocenzo Gasparini Institute for Economic Research <Mailand>
3
International Center for Financial Asset Management and Engineering
3
OECD
3
Technische Universität Bergakademie Freiberg / Fakultät für Wirtschaftswissenschaften
3
USA / Bureau of Labor Statistics
3
University of British Columbia / Finance Division
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University of Exeter / Department of Economics
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Université catholique de Louvain / Institut de recherches économiques et sociales <1941-1960>
3
American Management Association
2
Brown University / Department of Economics
2
Center for Economic Research <Tilburg>
2
Centre for Analytical Finance <Århus>
2
Centro de Estudios Macroeconómicos de Argentina / Universidad
2
Conference on Risk and the Rate of Return <1973, Vail, Colo.>
2
Deutschland / Bundeswehr / Universität Hamburg
2
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Working papers / Financial Institutions Center
8
Les cahiers de recherche / HEC Paris
4
Problemi e analisi
1
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ECONIS (ZBW)
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1
What determines expected international asset retuns [returns]?
Solnik, Bruno
;
Harvey, Campbell R.
;
Zhou, Guofu
-
1994
Persistent link: https://www.econbiz.de/10000897108
Saved in:
2
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:
3
Forecasting the term structure of government bond yields
Diebold, Francis X.
(
contributor
);
Li, Canlin
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001727236
Saved in:
4
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:
5
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:
6
Modeling and forecasting realized volatility
Anderson, Torben G.
(
contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001547064
Saved in:
7
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:
8
Risk factor analysis and portfolio immunization in the corporate bond market
Bertocchi, Marida
(
contributor
); …
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001528392
Saved in:
9
Correlation structure of international equity markets during extremely volatile periods
Longin, François M.
;
Solnik, Bruno
-
1998
Persistent link: https://www.econbiz.de/10000996169
Saved in:
10
Volatility clustering, asymmetry and hysteresis in stock returns : international evidence
Crouhy, Michel
;
Rockinger, Michael
-
1994
Persistent link: https://www.econbiz.de/10000907916
Saved in:
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