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institution:"The Wharton Financial Institutions Center"
~institution:"Center for Economic Research <Tilburg>"
~institution:"Federal Reserve System / Board of Governors"
~subject:"Forecast"
~subject:"Kapitaleinkommen"
~subject:"Volatility"
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Diebold, Francis X.
4
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2
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2
Verbeek, Marno
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Andersen, Torben
1
Anderson, Torben G.
1
Bertocchi, Marida
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1
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1
Goeij, Peter de
1
Kadlec, Gregory B.
1
Li, Canlin
1
Mei, Jianping
1
Nijman, Theodore E.
1
Suijs, Jeroen
1
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The Wharton Financial Institutions Center
Center for Economic Research <Tilburg>
Federal Reserve System / Board of Governors
National Bureau of Economic Research
596
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
23
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21
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13
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11
OECD
10
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7
Erasmus Research Institute of Management
7
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7
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6
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
Ekonomiska forskningsinstitutet <Stockholm>
4
Federal Reserve Bank of San Francisco
4
Gottfried Wilhelm Leibniz Universität Hannover
4
Institut for Nationaløkonomi <Kopenhagen>
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
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3
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3
Instituto Valenciano de Investigaciones Económicas
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3
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3
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2
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2
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ECONIS (ZBW)
16
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1
Inflation, inflation risk, and stock returns
Ammer, John
-
1994
Persistent link: https://www.econbiz.de/10000885226
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2
Fluctuating confidence and stock-market returns
David, Alexander
-
1993
Persistent link: https://www.econbiz.de/10000881758
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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
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:
6
Do countries or industries explain momentum in Europe?
Nijman, Theodore E.
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001646679
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
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
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9
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:
10
Do macroeconomic announcements cause asymmetric volatility
Goeij, Peter de
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001901531
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