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institution:"The Wharton Financial Institutions Center"
~institution:"International Center for Financial Asset Management and Engineering"
~institution:"Nationalekonomiska Institutionen <Lund>"
~language:"eng"
~subject:"Capital income"
~subject:"Volatilität"
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Capital income
Volatilität
Kapitaleinkommen
15
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11
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11
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4
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4
USA
4
United States
4
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Diebold, Francis X.
4
Adjaoute, Kpate
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Berk, Jonathan B.
1
Bertocchi, Marida
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Danthine, Jean-Pierre
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Giacometti, Rosella
1
Green, Richard C.
1
Hansson, Björn A.
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Isakov, Dušan
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Jondeau, Eric
1
Kadlec, Gregory B.
1
Li, Canlin
1
Nilsson, Birger
1
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The Wharton Financial Institutions Center
International Center for Financial Asset Management and Engineering
Nationalekonomiska Institutionen <Lund>
National Bureau of Economic Research
595
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
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Federal Reserve System / Division of Research and Statistics
7
Birkbeck College / Department of Economics
6
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
6
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
5
Federal Reserve System / Board of Governors
5
Institute of Finance and Accounting <London>
5
Svenska Handelshögskolan <Helsinki>
5
University of Canterbury / Dept. of Economics and Finance
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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University of Exeter / Department of Economics
4
William Davidson Institute <Ann Arbor, Mich.>
4
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3
Centre for Economic Policy Research
3
Conference on Risk and the Rate of Return <1973, Vail, Colo.>
3
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3
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3
Judge Institute of Management Studies
3
Nationalekonomiska Institutionen <Göteborg>
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2
Business Information Centre <Toronto>
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Carleton University / Department of Economics
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Centre for New and Emerging Markets <London>
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2
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Working papers / Financial Institutions Center
7
FAME research paper series
4
Working paper / Department of Economics, Lund University
3
Lund economic studies
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ECONIS (ZBW)
15
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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
Credit default swaps and equity prices : the iTraxx CDS index market
Byström, Hans N. E.
(
contributor
)
-
2005
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002640666
Saved in:
3
Cross sectional analysis of the Swedish stock market
Asgharian, Hossein
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001704670
Saved in:
4
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:
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
Mutual fund flows and performance in rational markets
Berk, Jonathan B.
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001865022
Saved in:
7
European financial integration and equity returns : a theory-based assessment
Adjaoute, Kpate
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001865060
Saved in:
8
Conditional dependency of financial series : the copula-GARCH model
Jondeau, Eric
(
contributor
);
Rockinger, Michael
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001791437
Saved in:
9
Are practitioners right? : On the relative importance of industrial factors in international stock returns
Isakov, Dušan
(
contributor
);
Sonney, Frédéric
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001791445
Saved in:
10
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:
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