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institution:"The Wharton Financial Institutions Center"
~institution:"Chambre de commerce et d'industrie de Paris"
~subject:"Estimation"
~subject:"Forecast"
~subject:"Kapitaleinkommen"
~subject:"Theory"
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Estimation
Forecast
Kapitaleinkommen
Theory
Capital income
14
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9
Volatility
6
Volatilität
6
USA
5
United States
5
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16
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16
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13
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13
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English
16
Author
All
Diebold, Francis X.
4
Solnik, Bruno
3
Crouhy, Michel
2
Harvey, Campbell R.
2
Rockinger, Michael
2
Andersen, Torben
1
Anderson, Torben G.
1
Bensoussan, Alain
1
Bertocchi, Marida
1
Bollerslev, Tim
1
Brandt, Michael W.
1
Chalmers, John M. R.
1
Christoffersen, Peter F.
1
Christoffersen, Susan E. K.
1
Dumas, Bertrand
1
Edelen, Roger M.
1
Galai, Dan
1
Giacometti, Rosella
1
Gorton, Gary
1
Kadlec, Gregory B.
1
Kahl, Matthias
1
Li, Canlin
1
Longin, François M.
1
Restoy, Fernando
1
Ruiz, Pierre
1
Zenios, Stauros Andrea
1
Zhou, Guofu
1
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Institution
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The Wharton Financial Institutions Center
Chambre de commerce et d'industrie de Paris
National Bureau of Economic Research
736
Forschungsinstitut zur Zukunft der Arbeit
38
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
24
Rodney L. White Center for Financial Research
21
OECD
14
University of Chicago / Center for Research in Security Prices
13
Federal Reserve Bank of St. Louis
11
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
10
Zentrum für Europäische Wirtschaftsforschung
10
Ekonomiska forskningsinstitutet <Stockholm>
8
Erasmus Research Institute of Management
8
Institut for Nationaløkonomi <Kopenhagen>
8
Birkbeck College / Department of Economics
7
Federal Reserve System / Division of Research and Statistics
7
Institute of Finance and Accounting <London>
7
Center for Economic Research <Tilburg>
6
Centre for Economic Policy Research
6
Gottfried Wilhelm Leibniz Universität Hannover
6
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
5
Federal Reserve System / Board of Governors
5
International Center for Financial Asset Management and Engineering
5
Svenska Handelshögskolan <Helsinki>
5
University of Canterbury / Dept. of Economics and Finance
5
University of Exeter / Department of Economics
5
William Davidson Institute <Ann Arbor, Mich.>
5
Federal Reserve Bank of San Francisco
4
Foerder Institute for Economic Research <Tēl-Āvîv>
4
Harvard Institute of Economic Research
4
Instituto Valenciano de Investigaciones Económicas
4
Nationalekonomiska Institutionen <Lund>
4
Pensions Institute
4
Rutgers University / Department of Economics
4
University of British Columbia / Finance Division
4
Australian National University / Faculty of Economics and Commerce
3
Centre for Analytical Finance <Århus>
3
Conference on Risk and the Rate of Return <1973, Vail, Colo.>
3
INSEAD
3
INSEAD-Wharton Alliance Center for Global Research & Development
3
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Working papers / Financial Institutions Center
9
Les cahiers de recherche / HEC Paris
7
Source
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ECONIS (ZBW)
16
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1
Predictable time-varying components of international asset returns
Solnik, Bruno
-
1994
Persistent link: https://www.econbiz.de/10000897103
Saved in:
2
What determines expected international asset retuns [returns]?
Solnik, Bruno
;
Harvey, Campbell R.
;
Zhou, Guofu
-
1994
Persistent link: https://www.econbiz.de/10000897108
Saved in:
3
On stock market returns and returns on investment
Rockinger, Michael
;
Restoy, Fernando
-
1993
Persistent link: https://www.econbiz.de/10000881687
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
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:
7
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:
8
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:
9
Modeling and forecasting realized volatility
Anderson, Torben G.
(
contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001547064
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
Saved in:
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