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institution:"The Wharton Financial Institutions Center"
~institution:"Birmingham Business School"
~institution:"Institut for Nationaløkonomi <Kopenhagen>"
~language:"eng"
~subject:"Capital income"
~subject:"Volatility"
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Capital income
Volatility
Kapitaleinkommen
12
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5
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5
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1922-1999
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Diebold, Francis X.
4
Nielsen, Steen
2
Risager, Ole
2
Theobald, Michael
2
Andersen, Torben
1
Anderson, Torben G.
1
Bertocchi, Marida
1
Bollerslev, Tim
1
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1
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1
Chotinaruemol, Akaravech
1
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1
Edelen, Roger M.
1
Giacometti, Rosella
1
Kadlec, Gregory B.
1
Li, Canlin
1
Overgaard Nielsen, Jan
1
Suppakitjarak, Nathridee
1
Zenios, Stauros Andrea
1
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The Wharton Financial Institutions Center
Birmingham Business School
Institut for Nationaløkonomi <Kopenhagen>
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
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11
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10
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7
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6
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5
Svenska Handelshögskolan <Helsinki>
5
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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
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3
Centre for Economic Policy Research
3
Conference on Risk and the Rate of Return <1973, Vail, Colo.>
3
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3
Judge Institute of Management Studies
3
Nationalekonomiska Institutionen <Göteborg>
3
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3
Banco Central do Brasil
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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Working papers / Financial Institutions Center
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Working paper / Department of Economics, Copenhagen Business School
3
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ECONIS (ZBW)
12
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A price earnings index for the Danish stock market
Risager, Ole
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002465140
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
Regime-switching stock returns and mean reversion
Nielsen, Steen
(
contributor
); …
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001600756
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
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
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:
8
Modeling and forecasting realized volatility
Anderson, Torben G.
(
contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001547064
Saved in:
9
Stock returns and bond yields in Denmark, 1922 - 99
Nielsen, Steen
;
Risager, Ole
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001557363
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
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