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person:"Zhang, Lu"
~person:"McAleer, Michael"
~person:"Tauchen, George Eugene"
~subject:"Estimation"
~subject:"Risikoprämie"
~subject:"Risk premium"
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Estimation
Risikoprämie
Risk premium
Kapitaleinkommen
150
Capital income
146
Volatilität
74
Volatility
70
Schätzung
48
Börsenkurs
40
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39
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English
58
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Zhang, Lu
McAleer, Michael
Tauchen, George Eugene
Gupta, Rangan
87
Zaremba, Adam
85
McMillan, David G.
49
Campbell, John Y.
44
Bollerslev, Tim
43
Bali, Turan G.
42
Pierdzioch, Christian
38
Wohar, Mark E.
36
Stambaugh, Robert F.
34
Timmermann, Allan
33
Bohl, Martin T.
30
Pesaran, M. Hashem
29
Zhou, Guofu
29
Nitschka, Thomas
28
Rycx, François
27
Wang, Yudong
27
Bekaert, Geert
26
Ludvigson, Sydney C.
26
Zhou, Hao
26
Cakici, Nusret
25
Fitzenberger, Bernd
25
Todorov, Viktor
25
Yogo, Motohiro
25
Guo, Hui
24
Caporale, Guglielmo Maria
23
Gil-Alaña, Luis A.
23
Moskowitz, Tobias J.
22
Narayan, Paresh Kumar
22
Bouri, Elie
21
Guidolin, Massimo
21
Harvey, Campbell R.
21
Wiederhold, Simon
21
Ammann, Manuel
20
Ang, Andrew
20
Diebold, Francis X.
20
Garcia, René
20
Hanushek, Eric Alan
20
Lettau, Martin
20
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20
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National Bureau of Economic Research
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Journal of econometrics
4
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2
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2
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ECONIS (ZBW)
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1
Realized volatility uncertainty
Allen, David E.
(
contributor
);
McAleer, Michael
(
contributor
)
-
2008
Persistent link: https://www.econbiz.de/10003760022
Saved in:
2
Equity market volatility and expected risk premium
Chen, Long
(
contributor
);
Guo, Hui
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003739618
Saved in:
3
Expected returns, yield spreads, and asset pricing tests
Campello, Murillo
;
Chen, Long
;
Zhang, Lu
- In:
The review of financial studies
21
(
2008
)
3
,
pp. 1297-1338
Persistent link: https://www.econbiz.de/10003742247
Saved in:
4
Volatility in equilibrium : asymmetries and dynamic dependencies
Bollerslev, Tim
;
Sizova, Natalia
;
Tauchen, George Eugene
-
2009
Persistent link: https://www.econbiz.de/10003849492
Saved in:
5
Expected stock returns and variance risk premia
Bollerslev, Tim
;
Tauchen, George Eugene
;
Zhou, Hao
- In:
The review of financial studies
22
(
2009
)
11
,
pp. 4463-4492
Persistent link: https://www.econbiz.de/10003896321
Saved in:
6
Conditional correlations and volatility spillovers between crude oil and stock index returns
Roengchai Tansuchat
;
Chang, Chia-Lin
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008669344
Saved in:
7
Modelling and forecasting noisy realized volatility
Asai, Manuabu
;
McAleer, Michael
;
Medeiros, Marcelo C.
-
2010
Persistent link: https://www.econbiz.de/10008669930
Saved in:
8
Realized volatility risk
Allen, David E.
;
McAleer, Michael
;
Scharth, Marcel
-
2010
Persistent link: https://www.econbiz.de/10008689075
Saved in:
9
Conditional correlations and volatility spillovers between crude oil and stock index returns
Tansuchat, Roengchai
;
Chang, Chia-Lin
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10003987330
Saved in:
10
The stock market and aggregate employment
Chen, Long
;
Zhang, Lu
-
2009
Persistent link: https://www.econbiz.de/10003875812
Saved in:
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