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institution:"The Wharton Financial Institutions Center"
~institution:"Econometrisch Instituut <Rotterdam>"
~subject:"Capital income"
~subject:"United States"
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Capital income
United States
Kapitaleinkommen
9
Theorie
9
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USA
5
Forecast
4
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4
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3
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1985-2000
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Diebold, Francis X.
4
Andersen, Torben
1
Anderson, Torben G.
1
Bertocchi, Marida
1
Bollerslev, Tim
1
Brandt, Michael W.
1
Brito, Marisa P. de
1
Chalmers, John M. R.
1
Christoffersen, Peter F.
1
Edelen, Roger M.
1
Franses, Philip Hans
1
Giacometti, Rosella
1
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1
Kadlec, Gregory B.
1
Laan, Erwin A. van der
1
Li, Canlin
1
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The Wharton Financial Institutions Center
Econometrisch Instituut <Rotterdam>
National Bureau of Economic Research
670
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
26
Rodney L. White Center for Financial Research
22
OECD
18
University of Chicago / Center for Research in Security Prices
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Federal Reserve Bank of St. Louis
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Erasmus Research Institute of Management
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Forschungsinstitut zur Zukunft der Arbeit
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IGI Global
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Chambre de commerce et d'industrie de Paris
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Birkbeck College / Department of Economics
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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World Bank
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Center for Economic Research <Tilburg>
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Centre for Economic Policy Research
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Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
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Gottfried Wilhelm Leibniz Universität Hannover
5
Institut for Nationaløkonomi <Kopenhagen>
5
Institute of Finance and Accounting <London>
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Svenska Handelshögskolan <Helsinki>
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5
Ekonomiska forskningsinstitutet <Stockholm>
4
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4
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Centre for Analytical Finance <Århus>
3
Conference on Risk and the Rate of Return <1973, Vail, Colo.>
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Working papers / Financial Institutions Center
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Econometric Institute research papers
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ECONIS (ZBW)
9
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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
Managing product returns : the role of forecasting
Toktay, L. Beril
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001783883
Saved in:
4
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:
5
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:
6
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:
7
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:
8
Modeling and forecasting realized volatility
Anderson, Torben G.
(
contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001547064
Saved in:
9
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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