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~subject:"Kapitaleinkommen"
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Kapitaleinkommen
Theorie
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Volatility
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United States
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22
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21
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exchange rates
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Schotman, Peter C.
6
Mahieu, Ronald J.
4
Budek, Jan
2
Eijffinger, Sylvester C. W.
2
Osterrieder, Daniela
2
Raes, Louis
2
Tschernig, Rolf
2
Bauer, Rob
1
Baştürk, Nalan
1
Huang, Xiaohong
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De economist : Netherlands economic review ; quarterly review of the Royal Netherlands Economic Association
1
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1
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1
Journal of empirical finance
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
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ECONIS (ZBW)
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1
Long memory and the term structure of risk
Schotman, Peter C.
;
Tschernig, Rolf
;
Budek, Jan
- In:
Journal of financial econometrics : official journal of …
6
(
2008
)
4
,
pp. 459-495
Persistent link: https://www.econbiz.de/10003778939
Saved in:
2
Long memory and the term structure of risk
Schotman, Peter C.
;
Tschernig, Rolf
;
Budek, Jan
-
2008
Persistent link: https://www.econbiz.de/10003908050
Saved in:
3
The volatility of long-term bond returns : rersistent interest shocks and time-varying risk premiums
Osterrieder, Daniela
;
Schotman, Peter C.
-
2012
Persistent link: https://www.econbiz.de/10009576958
Saved in:
4
Horizon sensitivity of the inflation hedge of stocks
Schotman, Peter C.
;
Schweitzer, Mark E.
- In:
Journal of empirical finance
7
(
2000
)
3/4
,
pp. 301-315
Persistent link: https://www.econbiz.de/10001557720
Saved in:
5
The volatility of long-term bond returns : persistent interest shocks and time-varying risk premiums
Osterrieder, Daniela
;
Schotman, Peter C.
- In:
The review of economics and statistics
99
(
2017
)
5
,
pp. 884-895
Persistent link: https://www.econbiz.de/10011781305
Saved in:
6
A neural network with shared dynamics for multi‐step prediction of value‐at‐risk and volatility
Baştürk, Nalan
;
Schotman, Peter C.
;
Schyns, Hugo
-
2022
Persistent link: https://www.econbiz.de/10013539142
Saved in:
7
Performance persistence of Dutch pension funds
Huang, Xiaohong
;
Mahieu, Ronald J.
- In:
De economist : Netherlands economic review ; quarterly …
160
(
2012
)
1
,
pp. 17-34
Persistent link: https://www.econbiz.de/10009553771
Saved in:
8
The bond yield conundrum: alternative hypotheses and the state of the economy
Eijffinger, Sylvester C. W.
;
Mahieu, Ronald J.
;
Raes, Louis
-
2010
Persistent link: https://www.econbiz.de/10008747134
Saved in:
9
The bond yield conundrum : alternative hypotheses and the state of the economy
Eijffinger, Sylvester C. W.
;
Mahieu, Ronald J.
;
Raes, Louis
-
2010
Persistent link: https://www.econbiz.de/10008748401
Saved in:
10
A Bayesian analysis of stock return volatility and trading volume
Mahieu, Ronald J.
;
Bauer, Rob
-
1997
Persistent link: https://www.econbiz.de/10000969016
Saved in:
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