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~institution:"Centre for Analytical Finance <Århus>"
~institution:"Rodney L. White Center for Financial Research"
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Theorie
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Diebold, Francis X.
8
Brandt, Michael W.
5
Christensen, Bent Jesper
4
Christiansen, Charlotte
4
Lunde, Asger
3
Pástor, Ľuboš
3
Stambaugh, Robert F.
3
Strunk Hansen, Charlotte
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2
Alizadeh, Sassan
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2
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2
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2
Myhre Lildholt, Peter
2
Raahauge, Peter
2
Shephard, Neil G.
2
Tuypens, Bjorn E.
2
Andersen, Torben
1
Anderson, Torben G.
1
Avramov, Doron
1
Bartholdy, Jan
1
Bibby, Bo Martin
1
Blume, Marshall E.
1
Bojarčenko, Svetlana I.
1
Brandorff-Nielsen, Ole E.
1
Brunetti, Celso
1
Busch, Thomas
1
Chan, Yeung Lewis
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1
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1
Darbha, Gangadhar
1
Edelen, Roger M.
1
Engle, Robert F.
1
Engsted, Tom
1
Gomes, Joao
1
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Centre for Analytical Finance <Århus>
Rodney L. White Center for Financial Research
National Bureau of Economic Research
1,703
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
230
International Monetary Fund (IMF)
159
C.E.P.R. Discussion Papers
82
Institut für Schweizerisches Bankwesen <Zürich>
54
HAL
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47
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42
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40
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Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
36
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33
Ekonomiska forskningsinstitutet <Stockholm>
31
CESifo
24
Agricultural and Applied Economics Association - AAEA
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Springer Fachmedien Wiesbaden
23
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22
World Bank
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21
Sonderforschungsbereich Ökonomisches Risiko <Berlin>
21
University of Chicago / Center for Research in Security Prices
21
Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
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Erasmus Research Institute of Management
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National Centre of Competence in Research North South <Bern>
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University of Canterbury / Dept. of Economics and Finance
19
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Institut für Weltwirtschaft
18
Internationaler Währungsfonds / Research Department
18
Federal Reserve System / Board of Governors
17
Reserve Bank of Australia
17
Escola de Pós-Graduação em Economia <Rio de Janeiro>
15
Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam
15
Swiss National Centre of Competence in Research North South <Bern>
15
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Working papers / Rodney L. White Center for Financial Research
32
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
31
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ECONIS (ZBW)
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1
Financial asset returns, direction-of-change forecasting and
volatility
Christoffersen, Peter F.
(
contributor
); …
-
2003
Persistent link: https://www.econbiz.de/10003229525
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2
The declining equity premium : what role does macroeconomic risk play?
Lettau, Martin
(
contributor
); …
-
2004
-
rev
Persistent link: https://www.econbiz.de/10003229588
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3
Proxying for expected returns with price earnings ratios
Strunk Hansen, Charlotte
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491493
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4
Stock-return predictability and model uncertainty
Avramov, Doron
(
contributor
)
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001795633
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5
On the relationship between the conditional mean and
volatility
of stock returns
Brandt, Michael W.
(
contributor
);
Kang, Qiang
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002019935
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6
Modeling and forecasting realized
volatility
Anderson, Torben G.
;
Bollerslev, Tim
;
Diebold, Francis X.
; …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002020013
Saved in:
7
A simple model of intertemporal capital asset pricing and its implications for the Fama-French three-factor model
Brennan, Michael J.
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002016401
Saved in:
8
Equilibrium cross-section of returns
Gomes, Joao
(
contributor
);
Kogan, Leonid
(
contributor
); …
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002006966
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9
Mutual fund performance and seemingly unrelated assets
Pástor, Ľuboš
(
contributor
); …
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002011410
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10
Liquidity risk and expected stock returns
Pástor, Ľuboš
(
contributor
); …
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002011423
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