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~institution:"University of Chicago / Center for Research in Security Prices" ~subject:"Forecasting model" ~subject:"Strukturbruch"

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Forecasting model Strukturbruch Theorie 3 Theory 3 Time series analysis 3 USA 3 United States 3 Zeitreihenanalyse 3 Börsenkurs 2 Share price 2 1834-1996 1 Aktienmarkt 1 Allgemeines Gleichgewicht 1 Beta risk 1 Betafaktor 1 CAPM 1 Capital income 1 Cash Flow 1 Cash flow 1 Discounting 1 Diskontierung 1 Einkommenshypothese 1 General equilibrium 1 Income hypothesis 1 Kapitaleinkommen 1 Prognoseverfahren 1 Risikoprämie 1 Risk premium 1 Statistical theory 1 Statistische Methodenlehre 1 Stock market 1 Structural break 1

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Book / Working Paper 2

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Arbeitspapier 2 Graue Literatur 2 Non-commercial literature 2 Working Paper 2

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English 2

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Menzly, Lior 1 Pástor, Ľuboš 1 Santos, Tano 1 Stambaugh, Robert F. 1

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University of Chicago / Center for Research in Security Prices National Bureau of Economic Research 31 Rutgers University / Department of Economics 6 Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse 6 European University Institute / Department of Law 5 Econometrisch Instituut <Rotterdam> 4 Gottfried Wilhelm Leibniz Universität Hannover 4 University of Canterbury / Dept. of Economics and Finance 4 University of Strathclyde / Department of Economics 4 Christian-Albrechts-Universität zu Kiel 3 Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre 3 Ekonomiska forskningsinstitutet <Stockholm> 3 European University Institute / Department of Economics 3 Umeå Universitet / Institutionen för Nationalekonomi 3 Umeå universitet 3 Federal Reserve Bank of St. Louis 2 Federal Reserve System / Board of Governors 2 Loughborough University / Department of Economics 2 University of Cambridge / Department of Applied Economics 2 Zentrum für Europäische Wirtschaftsforschung 2 Australasian Economic Modelling Conference <1992, Cairns> 1 Bank of Canada 1 Bayerische Hypotheken- und Wechsel-Bank 1 Birkbeck College / Department of Economics 1 Boston College / Department of Economics 1 Center for Economic Research <Tilburg> 1 Centre for Analytical Finance <Århus> 1 Centre for Quantitative Economics & Computing 1 Chambre de commerce et d'industrie de Paris 1 Department of Agricultural Economics, Cornell University Agricultural Experiment Station 1 Eric Cuvillier <Firma> 1 Fachhochschule Stralsund / Fachbereich Wirtschaft 1 Federal Reserve Bank of Richmond 1 Forschungsinstitut zur Zukunft der Arbeit 1 Hochschule Anhalt (FH) 1 Innovation Research Interchange 1 Institut für Angewandte Wirtschaftsforschung 1 Institut für Industriebetriebsforschung <Hamburg> 1 Institut für Weltwirtschaft 1 Institut für Wirtschaftswissenschaften <Wien> 1

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Working paper series / Center for Research in Security Prices 2

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ECONIS (ZBW) 2

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Habit formation and the cross section of stock returns

Menzly, Lior (contributor); Santos, Tano (contributor) - 2001 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001636417

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The equity premium and structural breaks

Pástor, Ľuboš (contributor); … - 2000 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001524833

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