//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Journal of empirical finance"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Is the backward-looking compon...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Capital income
4
Kapitaleinkommen
4
USA
4
United States
4
Estimation
3
Schätzung
3
Estimation theory
2
Markov chain
2
Markov-Kette
2
Schätztheorie
2
Theorie
2
Theory
2
Time series analysis
2
Volatility
2
Volatilität
2
Zeitreihenanalyse
2
1926-1986
1
1926-1995
1
1926-1996
1
1952-1999
1
ARCH model
1
ARCH-Modell
1
Börsenkurs
1
Correlation
1
Korrelation
1
Share price
1
more ...
less ...
Type of publication
All
Article
8
Type of publication (narrower categories)
All
Article in journal
3
Aufsatz in Zeitschrift
3
Language
All
English
4
Undetermined
4
Author
All
Nelson, Charles R.
8
Kim, Chang-Jin
6
Bae, Jinho
2
Kim, Chang-jin
2
Morley, James C.
2
Startz, Richard
2
Published in...
All
Journal of empirical finance
Working Papers / Department of Economics, University of Washington
12
Journal of econometrics
10
Journal of money, credit and banking : JMCB
10
Discussion Papers in Economics at the University of Washington
8
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
8
The review of economics and statistics
7
Working Papers / Federal Reserve Bank of St. Louis
6
Working paper
6
Journal of Money, Credit and Banking
5
Journal of applied econometrics
5
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
5
Working papers / Economic Research Institute, College of Business and Economics
5
Discussion Paper Series / Institute of Economic Research, Korea University
4
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
Journal of Business & Economic Statistics
4
Journal of Econometrics
4
Journal of Empirical Finance
4
Journal of monetary economics
4
Macroeconomic dynamics
4
International Finance Discussion Papers
3
International finance discussion papers
3
Journal of Applied Econometrics
3
MPRA Paper
3
The Review of Economics and Statistics
3
Economics letters
2
Empirical Economics
2
Finance research letters
2
International economic journal
2
International economic review
2
Journal of Monetary Economics
2
Journal of economic literature
2
Journal of economic theory and econometrics : journal of The Korean Econometric Society
2
NBER Working Paper
2
The econometrics journal
2
The economic record : er
2
Annals of financial economics
1
Applied economics
1
Econometric Society World Congress 2000 Contributed Papers
1
Econometrics Journal
1
more ...
less ...
Source
All
ECONIS (ZBW)
4
OLC EcoSci
4
Showing
1
-
8
of
8
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Why are stock returns and volatility negatively correlated?
Bae, Jinho
;
Kim, Chang-jin
;
Nelson, Charles R.
- In:
Journal of empirical finance
14
(
2007
)
1
,
pp. 41-58
Persistent link: https://www.econbiz.de/10003416062
Saved in:
2
Does an intertemporal tradeoff between risk and return explain mean reversion in stock prices?
Kim, Chang-jin
;
Morley, James C.
;
Nelson, Charles R.
- In:
Journal of empirical finance
8
(
2001
)
4
,
pp. 403-426
Persistent link: https://www.econbiz.de/10001607064
Saved in:
3
Testing for mean reversion in heteroskedastic data based on Gibbs-sampling-augmented randomization
Kim, Chang-Jin
;
Nelson, Charles R.
;
Startz, Richard
- In:
Journal of empirical finance
5
(
1998
)
2
,
pp. 131-154
Persistent link: https://www.econbiz.de/10001374883
Saved in:
4
Testing for mean reversion in heteroskedastic data II : autoregression tests based on Gibbs-sampling-augmented randomization
Kim, Chang-Jin
;
Nelson, Charles R.
- In:
Journal of empirical finance
5
(
1998
)
4
,
pp. 385-396
Persistent link: https://www.econbiz.de/10001375196
Saved in:
5
Why are stock returns and volatility negatively correlated?
Bae, Jinho
;
Kim, Chang-Jin
;
Nelson, Charles R.
- In:
Journal of empirical finance
14
(
2007
)
1
,
pp. 41-58
Persistent link: https://www.econbiz.de/10007598957
Saved in:
6
Does an intertemporal tradeoff between risk and return explain mean reversion in stock prices?
Kim, Chang-Jin
;
Morley, James C.
;
Nelson, Charles R.
- In:
Journal of empirical finance
8
(
2001
)
4
,
pp. 403-426
Persistent link: https://www.econbiz.de/10007238519
Saved in:
7
Testing for mean reversion in heteroskedastic data II: Autoregression tests based on Gibbs-sampling-augmented randomization
Kim, Chang-Jin
;
Nelson, Charles R.
- In:
Journal of empirical finance
5
(
1998
)
4
,
pp. 385-396
Persistent link: https://www.econbiz.de/10007247485
Saved in:
8
Testing for mean reversion in heteroskedastic data based on Gibbs-sampling-augmented randomization
Kim, Chang-Jin
;
Nelson, Charles R.
;
Startz, Richard
- In:
Journal of empirical finance
5
(
1998
)
2
,
pp. 131-154
Persistent link: https://www.econbiz.de/10007248449
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->