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institution:"The Wharton Financial Institutions Center"
~institution:"Federal Reserve System / Board of Governors"
~institution:"Svenska Handelshögskolan <Helsinki>"
~subject:"Forecast"
~subject:"Kapitaleinkommen"
~subject:"Volatility"
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Forecast
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Diebold, Francis X.
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Bertocchi, Marida
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Bollerslev, Tim
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1
Li, Canlin
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Mei, Jianping
1
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1
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1
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The Wharton Financial Institutions Center
Federal Reserve System / Board of Governors
Svenska Handelshögskolan <Helsinki>
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
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10
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7
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7
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6
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5
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5
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5
Center for Economic Research <Tilburg>
4
Ekonomiska forskningsinstitutet <Stockholm>
4
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4
Gottfried Wilhelm Leibniz Universität Hannover
4
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4
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3
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Conference on Risk and the Rate of Return <1973, Vail, Colo.>
3
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3
Instituto Valenciano de Investigaciones Económicas
3
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3
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3
University of British Columbia / Finance Division
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2
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2
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Working papers / Financial Institutions Center
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International finance discussion papers
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Meddelanden från Svenska Handelshögskolan
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Ekonomi och samhälle : Skrifter uitgivna av Svenska Handelshögskolan
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ECONIS (ZBW)
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1
Expected asset returns and financial risks : some empirical evidence on Swedish data
Nummelin, Kim
-
1994
Persistent link: https://www.econbiz.de/10000883272
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2
Inflation, inflation risk, and stock returns
Ammer, John
-
1994
Persistent link: https://www.econbiz.de/10000885226
Saved in:
3
Fluctuating confidence and stock-market returns
David, Alexander
-
1993
Persistent link: https://www.econbiz.de/10000881758
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 negative news threshold : an explanation for negative skewness in stock returns
Ekholm, Anders
(
contributor
);
Pasternack, Daniel
(
contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001641822
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
Saved in:
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
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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