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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:"Volatilität"
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Estimation
Forecast
Kapitaleinkommen
Volatilität
Capital income
14
Theorie
9
Theory
9
Volatility
6
USA
5
United States
5
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4
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3
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3
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Welt
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1971-1991
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Deutschland
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Forecasting model
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Germany
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1959-1996
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1985-2000
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Autokorrelation
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Bruttoinlandsprodukt
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1
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Arbeitspapier
14
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14
Graue Literatur
11
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11
Language
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English
14
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
Dumas, Bertrand
1
Edelen, Roger M.
1
Galai, Dan
1
Giacometti, Rosella
1
Kadlec, Gregory B.
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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The Wharton Financial Institutions Center
Chambre de commerce et d'industrie de Paris
National Bureau of Economic Research
649
Forschungsinstitut zur Zukunft der Arbeit
26
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
23
Rodney L. White Center for Financial Research
21
University of Chicago / Center for Research in Security Prices
13
Federal Reserve Bank of St. Louis
11
OECD
11
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
9
Erasmus Research Institute of Management
7
Federal Reserve System / Division of Research and Statistics
7
Birkbeck College / Department of Economics
6
Center for Economic Research <Tilburg>
5
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
5
Federal Reserve System / Board of Governors
5
Institute of Finance and Accounting <London>
5
International Center for Financial Asset Management and Engineering
5
Svenska Handelshögskolan <Helsinki>
5
University of Canterbury / Dept. of Economics and Finance
5
William Davidson Institute <Ann Arbor, Mich.>
5
Zentrum für Europäische Wirtschaftsforschung
5
Ekonomiska forskningsinstitutet <Stockholm>
4
Federal Reserve Bank of San Francisco
4
Gottfried Wilhelm Leibniz Universität Hannover
4
Institut for Nationaløkonomi <Kopenhagen>
4
Nationalekonomiska Institutionen <Lund>
4
Pensions Institute
4
University of Exeter / Department of Economics
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
Federal Reserve Bank of New York
3
Harvard Institute of Economic Research
3
INSEAD-Wharton Alliance Center for Global Research & Development
3
Innocenzo Gasparini Institute for Economic Research <Mailand>
3
Institut für Statistik und Mathematische Wirtschaftstheorie <Augsburg>
3
Instituto Valenciano de Investigaciones Económicas
3
Judge Institute of Management Studies
3
Nationalekonomiska Institutionen <Göteborg>
3
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Les cahiers de recherche / HEC Paris
7
Working papers / Financial Institutions Center
7
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ECONIS (ZBW)
14
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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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