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~isPartOf:"Economics letters"
~isPartOf:"Journal of financial economics"
~person:"Ardia, David"
~subject:"Kapitaleinkommen"
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Kapitaleinkommen
Capital income
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Ardia, David
Bali, Turan G.
5
Fama, Eugene F.
4
French, Kenneth Ronald
4
Harvey, Campbell R.
3
Moskowitz, Tobias J.
3
Pedersen, Lasse Heje
3
Ang, Andrew
2
Bessembinder, Hendrik
2
Chen, Joseph
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Cooper, Michael J.
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Ferson, Wayne E.
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Grobys, Klaus
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Günaydin, A. Doruk
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Huang, Shiyang
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Novy-Marx, Robert
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Ruenzi, Stefan
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Santa-Clara, Pedro
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Starks, Laura T.
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Timmermann, Allan
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Vassalou, Maria
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Wang, Wenzhao
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Wermers, Russ
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Economics letters
Journal of financial economics
Discussion paper / Tinbergen Institute
1
Econometrics : open access journal
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Finance research letters
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The journal of portfolio management : a publication of Institutional Investor
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ECONIS (ZBW)
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GARCH models for daily stock returns : impact of estimation frequency on Value-at-Risk and Expected Shortfall forecasts
Ardia, David
;
Hoogerheide, Lennart F.
- In:
Economics letters
123
(
2014
)
2
,
pp. 187-190
Persistent link: https://www.econbiz.de/10010400299
Saved in:
2
Is it alpha or beta? : decomposing hedge fund returns when models are misspecified
Ardia, David
;
Barras, Laurent
;
Gagliardini, Patrick
; …
- In:
Journal of financial economics
154
(
2024
),
pp. 1-21
Persistent link: https://www.econbiz.de/10015072088
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