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institution:"The Wharton Financial Institutions Center"
~institution:"Center for Economic Research <Tilburg>"
~institution:"Econometrisch Instituut <Rotterdam>"
~subject:"Capital income"
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Capital income
Kapitaleinkommen
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Diebold, Francis X.
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The Wharton Financial Institutions Center
Center for Economic Research <Tilburg>
Econometrisch Instituut <Rotterdam>
National Bureau of Economic Research
592
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
23
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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Svenska Handelshögskolan <Helsinki>
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4
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4
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Conference on Risk and the Rate of Return <1973, Vail, Colo.>
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Working papers / Financial Institutions Center
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Discussion paper / Center for Economic Research, Tilburg University
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ECONIS (ZBW)
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1
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
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
Post earnings announcement drift : more risk than investors can bear
Suijs, Jeroen
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001692032
Saved in:
4
Do countries or industries explain momentum in Europe?
Nijman, Theodore E.
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001646679
Saved in:
5
Managing product returns : the role of forecasting
Toktay, L. Beril
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001783883
Saved in:
6
A generalized dynamic conditional correlation model for many asset returns
Hafner, Christian M.
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001783910
Saved in:
7
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:
8
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:
9
Do macroeconomic announcements cause asymmetric volatility
Goeij, Peter de
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001901531
Saved in:
10
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
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