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~person:"Bollerslev, Tim"
~person:"Zaremba, Adam"
~subject:"Capital income"
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Capital income
Kapitaleinkommen
241
Börsenkurs
111
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111
Estimation
107
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107
CAPM
92
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88
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Bollerslev, Tim
Zaremba, Adam
Gupta, Rangan
167
Caporale, Guglielmo Maria
143
Campbell, John Y.
110
Bekaert, Geert
109
Bali, Turan G.
103
McMillan, David G.
99
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94
Harvey, Campbell R.
92
Stambaugh, Robert F.
79
Zhou, Guofu
79
Timmermann, Allan
77
Cakici, Nusret
74
Titman, Sheridan
74
Guidolin, Massimo
69
Narayan, Paresh Kumar
67
Wohar, Mark E.
66
Zhang, Lu
66
Faff, Robert W.
65
Pierdzioch, Christian
64
Ang, Andrew
62
Goetzmann, William N.
58
Subrahmanyam, Avanidhar
58
Bouri, Elie
57
McAleer, Michael
57
Plastun, Alex
57
Gil-Alaña, Luis A.
54
Ferson, Wayne E.
53
Poterba, James M.
51
Engle, Robert F.
48
Guirguis, Michel
48
Lettau, Martin
46
Bohl, Martin T.
45
Fabozzi, Frank J.
45
Lakonishok, Josef
45
Guo, Hui
44
Jagannathan, Ravi
44
Ma, Feng
42
Pesaran, M. Hashem
42
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ECONIS (ZBW)
241
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1
A performance evaluation model for global macro funds
Zaremba, Adam
- In:
International journal of finance & banking studies : JJFBS
3
(
2014
)
1
,
pp. 161-172
Persistent link: https://www.econbiz.de/10010532770
Saved in:
2
Testing for market microstructure effects in intraday volatility : a reassessment of the Tokyo FX experiment
Anderson, Torben G.
;
Bollerslev, Tim
;
Das, Ashish
-
1998
Persistent link: https://www.econbiz.de/10000673940
Saved in:
3
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:
4
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:
5
Answering the skeptics : yes, standard volatility models do provide accurate forecasts
Andersen, Torben
- In:
International economic review
39
(
1998
)
4
,
pp. 885-905
Persistent link: https://www.econbiz.de/10001338809
Saved in:
6
Is there a low-risk anomaly across countries?
Zaremba, Adam
- In:
Eurasian economic review : a journal in applied …
6
(
2016
)
1
,
pp. 45-65
Persistent link: https://www.econbiz.de/10011441281
Saved in:
7
Tail risk premia and return predictability
Bollerslev, Tim
;
Todorov, Viktor
;
Xu, Lai
- In:
Journal of financial economics
118
(
2015
)
1
,
pp. 113-134
Persistent link: https://www.econbiz.de/10011480379
Saved in:
8
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
Saved in:
9
Country selection strategies based on quality
Zaremba, Adam
- In:
Managerial finance
41
(
2015
)
12
,
pp. 1336-1356
Persistent link: https://www.econbiz.de/10011504225
Saved in:
10
Realized return volatility, asset pricing, and risk management
Andersen, Torben
;
Bollerslev, Tim
- In:
NBER reporter online
(
2006/2007
)
3
,
pp. 7-10
Persistent link: https://www.econbiz.de/10011366975
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