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subject:"USA"
~isPartOf:"Journal of econometrics"
~person:"Bansal, Ravi"
~person:"Paolella, Marc S."
~source:"econis"
~subject:"Capital income"
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USA
Capital income
Kapitaleinkommen
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Volatility
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Bansal, Ravi
Paolella, Marc S.
Todorov, Viktor
8
Bollerslev, Tim
6
Andersen, Torben
5
Aït-Sahalia, Yacine
4
Xiu, Dacheng
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Koop, Gary
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Tauchen, George Eugene
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Baltagi, Badi H.
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Fulop, Andras
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Patton, Andrew J.
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Pelger, Markus
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Polak, Pawel
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Ryu, Hang-keun
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Slottje, Daniel Jonathan
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Steel, Mark F. J.
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Taylor, Robert
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Zhou, Hao
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Journal of econometrics
CFS working paper series
5
Working paper / National Bureau of Economic Research, Inc.
5
Arbeiten aus dem Institut für Statistik und Ökonometrie der Christian-Albrechts-Universität Kiel
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Finance and economics discussion series
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Swiss Finance Institute Research Paper
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The journal of finance : the journal of the American Finance Association
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Econometrics : open access journal
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Handbook of heavy tailed distributions in finance
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Journal of banking & finance
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Quantitative Wirtschaftsforschung : Schriftenreihe zu Statistik und Ökonometrie
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The European journal of finance
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ECONIS (ZBW)
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1
Market efficiency, asset returns, and the size of the risk premium in global equity markets
Bansal, Ravi
;
Lundblad, Christian
- In:
Journal of econometrics
109
(
2002
)
2
,
pp. 195-237
Persistent link: https://www.econbiz.de/10001689009
Saved in:
2
COMFORT: a common market factor non-Gaussian returns model
Paolella, Marc S.
;
Polak, Pawel
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 593-605
Persistent link: https://www.econbiz.de/10011499783
Saved in:
3
Regime switching dynamic correlations for asymmetric and fat-tailed conditional returns
Paolella, Marc S.
;
Polak, Pawel
;
Walker, Patrick S.
- In:
Journal of econometrics
213
(
2019
)
2
,
pp. 493-515
Persistent link: https://www.econbiz.de/10012304579
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