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institution:"The Wharton Financial Institutions Center"
~institution:"Svenska Handelshögskolan <Helsinki>"
~language:"eng"
~subject:"Financial intermediation"
~subject:"Investment Fund"
~subject:"Kapitaleinkommen"
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Financial intermediation
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Diebold, Francis X.
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1
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The Wharton Financial Institutions Center
Svenska Handelshögskolan <Helsinki>
National Bureau of Economic Research
614
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
23
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Center for Economic Research <Tilburg>
5
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4
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4
International Center for Financial Asset Management and Engineering
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Nationalekonomiska Institutionen <Lund>
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Conference on Risk and the Rate of Return <1973, Vail, Colo.>
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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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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
Financial asset returns, direction-of-change forecasting, and volatility dynamics
Christoffersen, Peter F.
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002100081
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3
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
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4
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
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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
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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
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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
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8
Modeling and forecasting realized volatility
Anderson, Torben G.
(
contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001547064
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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
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10
Technology-related Peso problems in stock returns
Penttinen, Aku
(
contributor
)
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001536011
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