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institution:"The Wharton Financial Institutions Center"
~institution:"Birmingham Business School"
~language:"eng"
~subject:"Capital income"
~subject:"United States"
~subject:"Volatility"
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Capital income
United States
Volatility
Kapitaleinkommen
9
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8
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8
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4
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3
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3
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1985-2000
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9
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9
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Diebold, Francis X.
4
Theobald, Michael
2
Andersen, Torben
1
Anderson, Torben G.
1
Bertocchi, Marida
1
Bollerslev, Tim
1
Brandt, Michael W.
1
Chalmers, John M. R.
1
Chotinaruemol, Akaravech
1
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1
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1
Giacometti, Rosella
1
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1
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1
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The Wharton Financial Institutions Center
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672
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26
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22
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18
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13
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12
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8
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8
IGI Global
8
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Svenska Handelshögskolan <Helsinki>
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4
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3
Conference on Risk and the Rate of Return <1973, Vail, Colo.>
3
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Working papers / Financial Institutions Center
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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
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2
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:
3
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:
4
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:
5
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:
6
Modeling and forecasting realized volatility
Anderson, Torben G.
(
contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001547064
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7
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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8
Currency impacts across European industrial classifications
Chotinaruemol, Akaravech
;
Theobald, Michael
-
1995
Persistent link: https://www.econbiz.de/10000923347
Saved in:
9
Regional impacts within the international industry returns structure
Suppakitjarak, Nathridee
;
Theobald, Michael
-
1995
Persistent link: https://www.econbiz.de/10000923348
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