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~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~person:"Diebold, Francis X."
~person:"Engle, Robert F."
~person:"Narayan, Paresh Kumar"
~subject:"Capital income"
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Capital income
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Diebold, Francis X.
Engle, Robert F.
Narayan, Paresh Kumar
Garcia, René
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
Working paper / National Bureau of Economic Research, Inc.
14
NBER working paper series
12
Pacific-Basin finance journal
11
Working papers / Financial Institutions Center
10
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Journal of empirical finance
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Georgetown McDonough School of Business Research Paper 2012-16
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Long-run growth and short-run stabilization : essays in memory of Albert Ando
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ECONIS (ZBW)
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A random coefficient approach to the predictability of stock returns in panels
Westerlund, Joakim
;
Narayan, Paresh Kumar
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
3
,
pp. 605-664
Persistent link: https://www.econbiz.de/10011339261
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2
Testing for predictability in conditionally heteroskedastic stock returns
Westerlund, Joakim
;
Narayan, Paresh Kumar
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
2
,
pp. 342-375
Persistent link: https://www.econbiz.de/10011339304
Saved in:
3
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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