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institution:"The Wharton Financial Institutions Center"
~institution:"Birkbeck College / Department of Economics"
~institution:"Federal Reserve System / Board of Governors"
~language:"eng"
~subject:"Capital income"
~subject:"Volatilität"
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Capital income
Volatilität
Kapitaleinkommen
18
Theorie
16
Theory
16
Estimation
6
Schätzung
6
USA
6
United States
6
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Share price
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1954-1992
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1985-2000
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Working Paper
15
Graue Literatur
13
Non-commercial literature
13
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English
Author
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Diebold, Francis X.
4
Ammer, John
2
Timmermann, Allan
2
Andersen, Torben
1
Anderson, Torben G.
1
Bertocchi, Marida
1
Blake, David
1
Bollerslev, Tim
1
Brandt, Michael W.
1
Chalmers, John M. R.
1
Christoffersen, Peter F.
1
Coakley, Jerry
1
Crabbe, Leland E.
1
David, Alexander
1
Edelen, Roger M.
1
Fuertes, Ana María
1
Giacometti, Rosella
1
Gibson, Michael S.
1
Kadlec, Gregory B.
1
Knight, John L.
1
Li, Canlin
1
Mei, Jianping
1
Orszag, Jonathan Michael
1
Pesaran, M. Hashem
1
Satchell, Stephen
1
Tran, Kien C.
1
Turner, Christopher M.
1
Zenios, Stauros Andrea
1
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The Wharton Financial Institutions Center
Birkbeck College / Department of Economics
Federal Reserve System / Board of Governors
National Bureau of Economic Research
595
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
23
Rodney L. White Center for Financial Research
20
University of Chicago / Center for Research in Security Prices
13
Federal Reserve Bank of St. Louis
11
OECD
10
Chambre de commerce et d'industrie de Paris
7
Erasmus Research Institute of Management
7
Federal Reserve System / Division of Research and Statistics
7
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
6
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
5
Institute of Finance and Accounting <London>
5
Svenska Handelshögskolan <Helsinki>
5
University of Canterbury / Dept. of Economics and Finance
5
Center for Economic Research <Tilburg>
4
Ekonomiska forskningsinstitutet <Stockholm>
4
Federal Reserve Bank of San Francisco
4
Gottfried Wilhelm Leibniz Universität Hannover
4
International Center for Financial Asset Management and Engineering
4
Nationalekonomiska Institutionen <Lund>
4
Pensions Institute
4
University of Exeter / Department of Economics
4
William Davidson Institute <Ann Arbor, Mich.>
4
Centre for Analytical Finance <Århus>
3
Centre for Economic Policy Research
3
Conference on Risk and the Rate of Return <1973, Vail, Colo.>
3
Harvard Institute of Economic Research
3
Institut for Nationaløkonomi <Kopenhagen>
3
Judge Institute of Management Studies
3
Nationalekonomiska Institutionen <Göteborg>
3
University of British Columbia / Finance Division
3
Banco Central do Brasil
2
Birmingham Business School
2
Business Information Centre <Toronto>
2
Carleton University / Department of Economics
2
Centre for New and Emerging Markets <London>
2
Econometrisch Instituut <Rotterdam>
2
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Published in...
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Working papers / Financial Institutions Center
7
Discussion paper in financial economics : FE
4
International finance discussion papers
4
Discussion papers in economics
2
Source
All
ECONIS (ZBW)
18
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date (oldest first)
1
Inflation, inflation risk, and stock returns
Ammer, John
-
1994
Persistent link: https://www.econbiz.de/10000885226
Saved in:
2
Fluctuating confidence and stock-market returns
David, Alexander
-
1993
Persistent link: https://www.econbiz.de/10000881758
Saved in:
3
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:
4
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:
5
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:
6
Strategic returns to international diversification : an application to the equity markets of Europe, Japan, and North America
Ammer, John
;
Mei, Jianping
-
1995
Persistent link: https://www.econbiz.de/10000935406
Saved in:
7
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:
8
On the perils of security pricing by financial intermediaries : the case of open-end mutual funds
Chalmers, John M. R.
(
contributor
); …
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001512298
Saved in:
9
Modeling and forecasting realized volatility
Anderson, Torben G.
(
contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001547064
Saved in:
10
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:
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