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~language:"eng"
~person:"Andersen, Torben"
~person:"Diebold, Francis X."
~person:"Jagannathan, Ravi"
~subject:"Capital income"
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Capital income
Kapitaleinkommen
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Andersen, Torben
Diebold, Francis X.
Jagannathan, Ravi
Gupta, Rangan
180
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161
Caporale, Guglielmo Maria
144
Campbell, John Y.
110
Bekaert, Geert
109
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104
McMillan, David G.
100
Harvey, Campbell R.
92
Bollerslev, Tim
81
Zhou, Guofu
80
Stambaugh, Robert F.
79
Timmermann, Allan
77
Cakici, Nusret
74
Titman, Sheridan
74
Guidolin, Massimo
69
Pierdzioch, Christian
68
Narayan, Paresh Kumar
67
Zhang, Lu
67
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66
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65
Ang, Andrew
62
Bouri, Elie
62
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58
Subrahmanyam, Avanidhar
58
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57
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57
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55
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53
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51
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48
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48
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46
Bohl, Martin T.
45
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45
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45
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45
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43
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ECONIS (ZBW)
167
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1
What drives the tracking error of hedge fund clones?
Dor, Arik Ben
;
Jagannathan, Ravi
;
Meier, Iwan
;
Xu, Zhe
- In:
The journal of alternative investments
15
(
2012/13
)
2
,
pp. 54-74
Persistent link: https://www.econbiz.de/10009659192
Saved in:
2
On the relation between the expected value and the volatility of the nominal excess return on stocks
Glosten, Lawrence R.
;
Jagannathan, Ravi
;
Runkle, David E.
-
1993
Persistent link: https://www.econbiz.de/10000870606
Saved in:
3
Seasonalities in security returns : the case of earnings announcements
Chari, Varadarajan V.
;
Jagannathan, Ravi
;
Ofer, Aharon R.
-
1987
Persistent link: https://www.econbiz.de/10000737836
Saved in:
4
Answering the critics : yes, arch models do provide good volatility forecasts
Andersen, Torben
;
Bollerslev, Tim
-
1997
Persistent link: https://www.econbiz.de/10000627888
Saved in:
5
The conditional CAPM and the cross-section of expected returns
Jagannathan, Ravi
;
Wang, Zhenyu
-
1996
Persistent link: https://www.econbiz.de/10000588919
Saved in:
6
Heterogeneous information arrivals and return volatility dynamics : uncovering the long-run in high frequency returns
Andersen, Torben
;
Bollerslev, Tim
-
1996
Persistent link: https://www.econbiz.de/10000603372
Saved in:
7
Real-time multivariate density forecast evaluation and calibration : monitoring the risk of high-frequency returns on foreign exchange
Diebold, Francis X.
;
Hahn, Jinyong
;
Tay, Anthony S.
-
1998
Persistent link: https://www.econbiz.de/10000682409
Saved in:
8
Stock returns and expected business conditions : half a century of direct evidence
Campbell, Sean D.
(
contributor
); …
-
2005
-
Rev.
Persistent link: https://www.econbiz.de/10003726399
Saved in:
9
Measuring financial asset return and volatility spillovers, with application to global equity markets
Diebold, Francis X.
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003726982
Saved in:
10
Direction-of-change forecasts based on conditional variance, skewness and kurtosis dynamics : international evidence
Christoffersen, Peter F.
;
Diebold, Francis X.
;
Mariano, …
-
2007
Persistent link: https://www.econbiz.de/10003729191
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