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institution:"The Wharton Financial Institutions Center"
~institution:"Centre for Analytical Finance <Århus>"
~institution:"Nationalekonomiska Institutionen <Göteborg>"
~subject:"Capital income"
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Capital income
Kapitaleinkommen
13
Theorie
11
Theory
11
Forecast
6
Prognose
6
USA
5
United States
5
Führungskräfte
4
Managers
4
Forecasting model
3
Prognoseverfahren
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Regression analysis
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Regressionsanalyse
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Volatility
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Volatilität
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Aktienoption
2
Estimation
2
Investment Fund
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Investmentfonds
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Option pricing theory
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Optionspreistheorie
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Schätzung
2
Statistical distribution
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Statistische Verteilung
2
Stock option
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Yield curve
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Zinsstruktur
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1952-1998
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1985-2000
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ARCH model
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ARCH-Modell
1
Agency theory
1
Autocorrelation
1
Autokorrelation
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Bond market
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Börsenkurs
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China
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Commission payments
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Comparison
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Arbeitspapier
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Graue Literatur
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13
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English
13
Author
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Diebold, Francis X.
4
Hjalmarsson, Erik
2
Andersen, Torben
1
Anderson, Torben G.
1
Bertocchi, Marida
1
Bollerslev, Tim
1
Brandt, Michael W.
1
Chalmers, John M. R.
1
Christoffersen, Peter F.
1
Edelen, Roger M.
1
Engsted, Tom
1
Giacometti, Rosella
1
Jensen, Morten Berg
1
Kadlec, Gregory B.
1
Li, Canlin
1
Lunde, Asger
1
Strunk Hansen, Charlotte
1
Tanggaard, Carsten
1
Tuypens, Bjorn E.
1
Wang, Zijian
1
Wei, Jiegen
1
Zenios, Stauros Andrea
1
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The Wharton Financial Institutions Center
Centre for Analytical Finance <Århus>
Nationalekonomiska Institutionen <Göteborg>
National Bureau of Economic Research
592
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
Birkbeck College / Department of Economics
6
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
5
Federal Reserve System / Board of Governors
5
Institute of Finance and Accounting <London>
5
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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
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 Economic Policy Research
3
Conference on Risk and the Rate of Return <1973, Vail, Colo.>
3
Harvard Institute of Economic Research
3
Institut für Statistik und Mathematische Wirtschaftstheorie <Augsburg>
3
Instituto Valenciano de Investigaciones Económicas
3
Judge Institute of Management Studies
3
Nationalekonomiska Institutionen, Uppsala Universitet
3
University of British Columbia / Finance Division
3
Banco Central do Brasil
2
Birmingham Business School
2
Business Information Centre <Toronto>
2
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Working papers / Financial Institutions Center
7
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
3
Working papers in economics
3
Source
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ECONIS (ZBW)
13
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1
Proxying for expected returns with price earnings ratios
Strunk Hansen, Charlotte
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491493
Saved in:
2
Predictive regressions with panel data
Hjalmarsson, Erik
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002569981
Saved in:
3
On the predictability of global stock returns
Hjalmarsson, Erik
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002569991
Saved in:
4
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:
5
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:
6
The comovement of US and UK stock markets
Engsted, Tom
(
contributor
);
Tanggaard, Carsten
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001660129
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
Structural change, capital's contribution, and economic efficiency : sources of China's economic growth between 1952 - 1998
Wang, Zijian
(
contributor
);
Wei, Jiegen
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001959324
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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