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~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~person:"Ang, Andrew"
~person:"Engle, Robert F."
~person:"Zaremba, Adam"
~subject:"Kapitaleinkommen"
~subject:"Portfolio-Management"
~subject:"Yield curve"
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Kapitaleinkommen
Portfolio-Management
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Ang, Andrew
Engle, Robert F.
Zaremba, Adam
Almeida, Caio
7
Ardison, Kym
7
Garcia, René
7
Vicente, Jose
6
Gouriéroux, Christian
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Monfort, Alain
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
Working paper / National Bureau of Economic Research, Inc.
22
NBER working paper series
14
NBER Working Paper
9
Working paper series / University of Zurich, Department of Economics
7
Applied economics
6
The review of financial studies
6
Columbia Business School Research Paper
5
Discussion paper / Department of Economics, University of California San Diego
5
Journal of banking & finance
5
Journal of financial economics
5
Economic research
4
Finance research letters
4
International review of financial analysis
4
Journal of empirical finance
4
Journal of international financial markets, institutions & money
4
Netspar Discussion Paper
4
The journal of finance : the journal of the American Finance Association
4
Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
4
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Journal of economic dynamics & control
3
Research in international business and finance
3
The journal of investing : JOI
3
Contemporary economics
2
Economic modelling
2
Finance a úvěr
2
Journal of investment management : JOIM
2
Management science : journal of the Institute for Operations Research and the Management Sciences
2
Pacific-Basin finance journal
2
The North American journal of economics and finance : a journal of financial economics studies
2
The journal of derivatives : the official publication of the International Association of Financial Engineers
2
Advances in futures and options research : a research annual
1
Argumenta oeconomica
1
Asset management at central banks and monetary authorities : new practices in managing international foreign exchange reserves
1
Discussion paper / Centre for Economic Policy Research
1
Discussion paper series / School of Economics and Finance, the University of Hong Kong
1
E-Finanse : finansowy kwartalnik internetowy
1
Eastern European economics
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
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Dynamic conditional beta
Engle, Robert F.
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
4
,
pp. 643-667
Persistent link: https://www.econbiz.de/10011623818
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2
Long-term skewness and systemic risk
Engle, Robert F.
- In:
Journal of financial econometrics : official journal of …
9
(
2011
)
3
,
pp. 437-468
Persistent link: https://www.econbiz.de/10009407870
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