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~subject:"Capital income"
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Capital income
Volatility
40,945
Volatilität
40,677
Kapitaleinkommen
39,401
Aktienmarkt
30,014
Stock market
29,906
Börsenkurs
27,260
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27,027
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9,947
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8,684
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8,606
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Risk
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Wechselkurs
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4,837
Stochastischer Prozess
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Gupta, Rangan
178
Zaremba, Adam
161
Caporale, Guglielmo Maria
144
Campbell, John Y.
110
Bekaert, Geert
109
Bali, Turan G.
104
McMillan, David G.
100
Diebold, Francis X.
94
Harvey, Campbell R.
92
Bollerslev, Tim
81
Zhou, Guofu
80
Stambaugh, Robert F.
79
Timmermann, Allan
78
Cakici, Nusret
74
Titman, Sheridan
74
Guidolin, Massimo
69
Narayan, Paresh Kumar
67
Pierdzioch, Christian
67
Zhang, Lu
67
Wohar, Mark E.
66
Faff, Robert W.
65
Ang, Andrew
62
Bouri, Elie
61
Plastun, Alex
58
Subrahmanyam, Avanidhar
58
Goetzmann, William N.
57
McAleer, Michael
57
Gil-Alaña, Luis A.
55
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
Guo, Hui
45
Lakonishok, Josef
45
Jagannathan, Ravi
44
Ma, Feng
42
Pesaran, M. Hashem
42
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National Bureau of Economic Research
592
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
23
Rodney L. White Center for Financial Research
20
University of Chicago / Center for Research in Security Prices
13
Federal Reserve Bank of St. Louis
11
OECD
10
Chambre de commerce et d'industrie de Paris
7
Erasmus Research Institute of Management
7
Federal Reserve System / Division of Research and Statistics
7
The Wharton Financial Institutions Center
7
Birkbeck College / Department of Economics
6
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
5
Federal Reserve System / Board of Governors
5
Institute of Finance and Accounting <London>
5
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
5
Svenska Handelshögskolan <Helsinki>
5
University of Canterbury / Dept. of Economics and Finance
5
Center for Economic Research <Tilburg>
4
Ekonomiska forskningsinstitutet <Stockholm>
4
Federal Reserve Bank of San Francisco
4
Gottfried Wilhelm Leibniz Universität Hannover
4
Institut for Nationaløkonomi <Kopenhagen>
4
International Center for Financial Asset Management and Engineering
4
Nationalekonomiska Institutionen <Lund>
4
Pensions Institute
4
University of Exeter / Department of Economics
4
William Davidson Institute <Ann Arbor, Mich.>
4
Centre for Analytical Finance <Århus>
3
Centre for Economic Policy Research
3
Conference on Risk and the Rate of Return <1973, Vail, Colo.>
3
Harvard Institute of Economic Research
3
Institut für Statistik und Mathematische Wirtschaftstheorie <Augsburg>
3
Instituto Valenciano de Investigaciones Económicas
3
Judge Institute of Management Studies
3
Nationalekonomiska Institutionen <Göteborg>
3
Nationalekonomiska Institutionen, Uppsala Universitet
3
University of British Columbia / Finance Division
3
Banco Central do Brasil
2
Birmingham Business School
2
Business Information Centre <Toronto>
2
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Finance research letters
635
NBER working paper series
589
Journal of banking & finance
566
Working paper / National Bureau of Economic Research, Inc.
561
International review of financial analysis
501
Journal of financial economics
458
NBER Working Paper
444
Journal of empirical finance
379
The journal of finance : the journal of the American Finance Association
377
Pacific-Basin finance journal
372
Applied financial economics
355
International review of economics & finance : IREF
343
Applied economics
312
Applied economics letters
279
Research in international business and finance
267
The review of financial studies
263
Journal of international financial markets, institutions & money
256
The European journal of finance
253
The North American journal of economics and finance : a journal of financial economics studies
249
Journal of financial and quantitative analysis : JFQA
248
Review of quantitative finance and accounting
247
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
205
Economic modelling
189
Economics letters
188
Management science : journal of the Institute for Operations Research and the Management Sciences
188
International journal of economics and finance
180
Discussion paper / Centre for Economic Policy Research
176
Energy economics
165
Journal of risk and financial management : JRFM
164
The journal of real estate finance and economics
163
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
155
Investment management and financial innovations
146
Research paper series / Swiss Finance Institute
142
Journal of international money and finance
141
The journal of asset management
140
International journal of economics and financial issues : IJEFI
139
Journal of econometrics
137
Journal of financial markets
137
Working paper
125
International journal of finance & economics : IJFE
124
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ECONIS (ZBW)
39,288
RePEc
8
EconStor
5
Showing
1
-
10
of
39,301
Sort
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date (newest first)
date (oldest first)
1
Selecting between autoregressive conditional heteroskedasticity models : an empirical application to the
volatility
of stock returns in Peru
Rodriguez, Gabriel
- In:
Revista de análisis económico
32
(
2017
)
1
,
pp. 69-94
Persistent link: https://www.econbiz.de/10011924649
Saved in:
2
Average skewness in global equity markets
Atilgan, Yigit
;
Demirtas, K. Ozgur
;
Günaydin, A. Doruk
; …
- In:
International review of finance : the official journal …
23
(
2023
)
2
,
pp. 245-271
Persistent link: https://www.econbiz.de/10014326300
Saved in:
3
The impact of news on higher moments
Jondeau, Eric
(
contributor
);
Rockinger, Michael
(
contributor
)
-
2006
domestic
volatility
after good shocks but a bad hedge after crashes …
Persistent link: https://www.econbiz.de/10003394353
Saved in:
4
On the relationship between weather and stock market returns
Floros, Christos
- In:
Studies in economics and finance
28
(
2011
)
1
,
pp. 5-13
Persistent link: https://www.econbiz.de/10009007582
Saved in:
5
A comparison of tail behaviour of stock market returns
Echaust, Krzysztof
- In:
Folia oeconomica Stetinensia : FOS
14
(
2014
)
1
,
pp. 22-34
Persistent link: https://www.econbiz.de/10010518936
Saved in:
6
Size matters : tail risk, momentum and trend following in international equity portfolios
Clare, Andrew D.
;
Seaton, James
;
Smith, Peter N.
; …
-
2015
Persistent link: https://www.econbiz.de/10010531062
Saved in:
7
Regime shifts in asymmetric GARCH models assuming heavy-tailed distribution : evidence from GCC stock markets
Alfreedi, Ajab A.
;
Isa, Zaidi
;
Hassan, Abu
- In:
Journal of statistical and econometric methods
1
(
2012
)
1
,
pp. 43-76
variance equations overcomes the overestimation of
volatility
persistence. In addition, we have discovered that the sudden …
Persistent link: https://www.econbiz.de/10009769997
Saved in:
8
Value-at-Risk analysis in the MENA equity markets: fat tails and conditional asymmetries in return distributions
Assaf, Ata
- In:
Journal of multinational financial management
29
(
2015
),
pp. 30-45
Persistent link: https://www.econbiz.de/10011539511
Saved in:
9
Volatility
modeling and Value-at-Risk (VaR) forecasting of emerging stock markets in the presence of long memory, asymmetry, and skewed heavy tails
Gencer, Hatice Gaye
;
Demiralay, Sercan
- In:
Emerging markets finance & trade : a journal of the …
52
(
2016
)
1/3
,
pp. 639-657
Persistent link: https://www.econbiz.de/10011562539
Saved in:
10
Forecasting
volatility
of European and Asian equity indices with Hansen's skew-t and fat tailed distributions, as well as with non-linear asymmetric effects
Gabrielsen, Alexandros
;
Sarmpezoudis, Sotirios
- In:
International journal of economic research
9
(
2012
)
2
,
pp. 243-263
Persistent link: https://www.econbiz.de/10009685246
Saved in:
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