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Laitenberger, Jörg - 2004

Kapitalkosten diskontiert werden. Die Kapitalkosten werden in der Regel als die erwartete einperiodige Rendite der Investition … bestimmten Annahmen die geeigneten Kapitalkosten darstellen. Wenn zwischen den einperiodigen Renditen Autokorrelation auftritt … bestimmt, wobei häufig auf Kapitalmarktmodelle wie das CAPM zurückgegriffen wird, die die erwartete Rendite als die Summe der …

Persistent link: https://www.econbiz.de/10010262921

Rendite und Kapitalkosten

Laitenberger, Jörg - In: Journal of business economics : JBE 76 (2006) 1, pp. 79-101

Persistent link: https://www.econbiz.de/10003240101

Rendite und Kapitalkosten

Laitenberger, Jörg (contributor) - 2004 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10002051809

What Do Data on Millions of U.S. Workers Reveal About Life-Cycle Earnings Dynamics?

Guvenen, Fatih - 2019

We study individual earnings dynamics over the life cycle using panel data on millions of U.S. workers. Using nonparametric methods, we first show that the distribution of earnings changes exhibits substantial deviations from lognormality, such as negative skewness and very high kurtosis....

Persistent link: https://www.econbiz.de/10012904452

Ethnic regional networks and immigrants' earnings: a spatial autoregressive network approach

Wang, Xingang; Maani, Sholeh A. - 2021

The conventional model of immigrant earnings does not account for the correlation of outcomes across immigrant ethnic networks. We apply a spatial autoregressive network approach to account for the spill-over effects of migrant ethnic group economic resources and labour market outcomes. We...

Persistent link: https://www.econbiz.de/10012698921

A semi-nonparametric copula model for earnings mobility

Naguib, Costanza; Gagliardini, Patrick - 2023

In this paper we develop a novel semi-nonparametric panel copula model with external covariates for the study of wage rank dynamics. We focus on nonlinear dependence between the current and lagged worker's ranks in the wage residuals distribution, conditionally on individual characteristics. We...

Persistent link: https://www.econbiz.de/10013489421

Rendite und Kapitalkosten

Laitenberger, Jörg - Wirtschaftswissenschaftliche Fakultät, Leibniz … - 2004

Persistent link: https://www.econbiz.de/10005405304

Prerequisites for modeling price and return data series for the Bucharest Stock Exchange

Tinca, Andrei - In: Theoretical and applied economics : GAER review 20 (2013) 11, pp. 117-126

Persistent link: https://www.econbiz.de/10010224748

Conditional variance forecasts for long-term stock returns

Mammen, Enno; Nielsen, Jens Perch; Scholz, Michael; … - In: Risks : open access journal 7 (2019) 4/113, pp. 1-22

In this paper, we apply machine learning to forecast the conditional variance of long-term stock returns measured in excess of different benchmarks, considering the short- and long-term interest rate, the earnings-by-price ratio, and the inflation rate. In particular, we apply in a two-step...

Persistent link: https://www.econbiz.de/10012127861

Moment estimators for autocorrelated time series and their application to default correlations

Frei, Christoph; Wunsch, Marcus - In: The journal of credit risk : published quarterly by … 14 (2018) 1, pp. 1-29

Persistent link: https://www.econbiz.de/10011885453

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