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Capital income
137
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137
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79
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79
Theorie
59
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58
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Bollerslev, Tim
9
Todorov, Viktor
9
Andersen, Torben
6
Tauchen, George Eugene
6
Xiu, Dacheng
6
Aït-Sahalia, Yacine
5
Meddahi, Nour
5
Mykland, Per A.
5
Bandi, Federico M.
4
Demetrescu, Matei
4
Rodrigues, Paulo M. M.
4
Shephard, Neil G.
4
Taylor, Robert
4
Diebold, Francis X.
3
Li, Yingying
3
Linton, Oliver
3
McAleer, Michael
3
Renault, Eric
3
Timmermann, Allan
3
Zhou, Hao
3
Almeida, Caio
2
Andreou, Elena
2
Asai, Manabu
2
Bekaert, Geert
2
Chang, Chia-Lin
2
Francq, Christian
2
Garcia, René
2
Georgiev, Iliyan
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Hansen, Lars Peter
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Hautsch, Nikolaus
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Laeven, Roger J. A.
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Li, Canlin
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2
Paolella, Marc S.
2
Patton, Andrew J.
2
Pelger, Markus
2
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Conference on Realized Volatility <2006, Montréal>
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Journal of econometrics
NBER working paper series
857
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808
Finance research letters
721
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711
NBER Working Paper
653
International review of financial analysis
568
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564
The journal of finance : the journal of the American Finance Association
459
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435
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412
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396
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380
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314
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289
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273
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273
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252
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240
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Management science : journal of the Institute for Operations Research and the Management Sciences
225
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International journal of economics and finance
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181
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175
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171
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158
International journal of finance & economics : IJFE
153
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151
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ECONIS (ZBW)
158
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1
Predictable returns and asset allocation : should a skeptical investor time the market?
Wachter, Jessica
;
Warusawitharana, Missaka
- In:
Journal of econometrics
148
(
2009
)
2
,
pp. 162-178
Persistent link: https://www.econbiz.de/10003833758
Saved in:
2
Inference with non-Gaussian Ornstein-Uhlenbeck processes for stochastic volatility
Griffin, J. E.
;
Steel, Mark F. J.
- In:
Journal of econometrics
134
(
2006
)
2
,
pp. 605-644
Persistent link: https://www.econbiz.de/10003374347
Saved in:
3
What is the chance that the equity premium varies over time? : evidence from regressions on the dividend-price ratio
Wachter, Jessica
;
Warusawitharana, Missaka
- In:
Journal of econometrics
186
(
2015
)
1
,
pp. 74-93
Persistent link: https://www.econbiz.de/10011349544
Saved in:
4
Time-varying sparsity in dynamic regression models
Kalli, Maria
;
Griffin, Jim E.
- In:
Journal of econometrics
178
(
2014
)
2
,
pp. 779-793
Persistent link: https://www.econbiz.de/10010257660
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5
The VIX, the variance premium and stock market volatility
Bekaert, Geert
;
Hoerova, Marie
- In:
Journal of econometrics
183
(
2014
)
2
,
pp. 181-192
Persistent link: https://www.econbiz.de/10010506065
Saved in:
6
Long-run risk-return trade-offs
Bandi, Federico M.
;
Perron, Benoit
- In:
Journal of econometrics
143
(
2008
)
2
,
pp. 349-374
Persistent link: https://www.econbiz.de/10003722606
Saved in:
7
Stock return and cash flow predictability : the role of volatility risk
Bollerslev, Tim
;
Xu, Lai
;
Zhou, Hao
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 458-471
Persistent link: https://www.econbiz.de/10011499728
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8
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
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9
Augmented factor models with applications to validating market risk factors and forecasting bond risk premia
Fan, Jianqing
;
Ke, Yuan
;
Liao, Yuan
- In:
Journal of econometrics
222
(
2021
)
1,2
,
pp. 269-294
Persistent link: https://www.econbiz.de/10012619418
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10
The leverage effect puzzle revisited : identification in discrete time
Han, Hyojin
;
Khrapov, Stanislav
;
Renault, Eric
- In:
Journal of econometrics
217
(
2020
)
2
,
pp. 230-258
Persistent link: https://www.econbiz.de/10012482760
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