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institution:"The Wharton Financial Institutions Center"
~institution:"Svenska Handelshögskolan <Helsinki>"
~language:"eng"
~subject:"1985-2000"
~subject:"Capital income"
~type_genre:"Arbeitspapier"
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1985-2000
Capital income
Kapitaleinkommen
11
Theorie
11
Theory
11
Volatility
5
Volatilität
5
USA
4
United States
4
Forecast
3
Führungskräfte
3
Managers
3
Prognose
3
Börsenkurs
2
Finland
2
Finnland
2
Forecasting model
2
Investment Fund
2
Investmentfonds
2
Prognoseverfahren
2
Share price
2
Skewness
2
Statistical distribution
2
Statistische Verteilung
2
1994-2000
1
Agency theory
1
Aktienoption
1
Autocorrelation
1
Autokorrelation
1
CAPM
1
Commission payments
1
Corporate bond
1
Correlation
1
Deutschland
1
Eigentümerstruktur
1
Employee performance appraisal
1
Estimation
1
Estimation theory
1
Exchange rate
1
Financial intermediation
1
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Book / Working Paper
11
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Arbeitspapier
Graue Literatur
12
Non-commercial literature
12
Working Paper
11
Collection of articles written by one author
1
Hochschulschrift
1
Sammlung
1
Thesis
1
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English
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Diebold, Francis X.
4
Ahlgren, Niklas
1
Andersen, Torben
1
Anderson, Torben G.
1
Bertocchi, Marida
1
Bollerslev, Tim
1
Brandt, Michael W.
1
Chalmers, John M. R.
1
Christoffersen, Peter F.
1
Edelen, Roger M.
1
Ekholm, Anders
1
Giacometti, Rosella
1
Kadlec, Gregory B.
1
Li, Canlin
1
Pasternack, Daniel
1
Penttinen, Aku
1
Söderman, Ronnie
1
Zenios, Stauros Andrea
1
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The Wharton Financial Institutions Center
Svenska Handelshögskolan <Helsinki>
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
National Bureau of Economic Research
12
Federal Reserve Bank of St. Louis
11
Chambre de commerce et d'industrie de Paris
7
Erasmus Research Institute of Management
7
Federal Reserve System / Division of Research and Statistics
7
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
5
Institute of Finance and Accounting <London>
5
University of Canterbury / Dept. of Economics and Finance
5
Birkbeck College / Department of Economics
4
Center for Economic Research <Tilburg>
4
Federal Reserve Bank of San Francisco
4
Federal Reserve System / Board of Governors
4
Pensions Institute
4
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
4
University of Exeter / Department of Economics
4
William Davidson Institute <Ann Arbor, Mich.>
4
Centre for Analytical Finance <Århus>
3
Harvard Institute of Economic Research
3
Institut for Nationaløkonomi <Kopenhagen>
3
Judge Institute of Management Studies
3
Nationalekonomiska Institutionen <Göteborg>
3
Nationalekonomiska Institutionen <Lund>
3
Banco Central do Brasil
2
Birmingham Business School
2
Business Information Centre <Toronto>
2
Carleton University / Department of Economics
2
Centre for New and Emerging Markets <London>
2
Econometrisch Instituut <Rotterdam>
2
Federal Reserve Bank of Cleveland
2
INSEAD-Wharton Alliance Center for Global Research & Development
2
Innocenzo Gasparini Institute for Economic Research <Mailand>
2
International Center for Financial Asset Management and Engineering
2
Internationaler Währungsfonds / European Department <2>
2
Internationaler Währungsfonds / Western Hemisphere Department
2
London School of Economics and Political Science
2
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Published in...
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Working papers / Financial Institutions Center
7
Meddelanden från Svenska Handelshögskolan
4
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ECONIS (ZBW)
11
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1
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:
2
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:
3
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:
4
Technology-related Peso problems in stock returns
Penttinen, Aku
(
contributor
)
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001536011
Saved in:
5
Real estate investment and uncertainty : econometric modelling using Finnish data
Ahlgren, Niklas
(
contributor
)
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001544846
Saved in:
6
Maximum loss calculation using scenario analysis, heavy tails and implied volatility patterns
Söderman, Ronnie
(
contributor
)
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001544974
Saved in:
7
Modeling and forecasting realized volatility
Anderson, Torben G.
(
contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001547064
Saved in:
8
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:
9
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:
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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