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subject:"Capital income"
type_genre:"Graue Literatur"
~person:"Bollerslev, Tim"
~source:"econis"
~subject:"USA"
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Capital income
USA
Estimation
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10
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Bollerslev, Tim
Caporale, Guglielmo Maria
51
Heckman, James J.
51
Gil-Alaña, Luis A.
49
Gupta, Rangan
41
McAleer, Michael
30
Hamermesh, Daniel S.
29
Pesaran, M. Hashem
28
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25
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Belke, Ansgar
23
Marcellino, Massimiliano
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Pierdzioch, Christian
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Stulz, René M.
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Campbell, John Y.
21
Christiano, Lawrence J.
21
Pástor, Ľuboš
21
Bloom, Nicholas
20
Karanassou, Marika
20
Malley, James R.
20
Kilian, Lutz
19
Koopman, Siem Jan
19
Belzil, Christian
18
Bohl, Martin T.
18
Eichenbaum, Martin S.
18
Engle, Robert F.
18
Glaeser, Edward L.
18
Miller, Stephen M.
18
Stambaugh, Robert F.
18
Angrist, Joshua D.
17
Autor, David H.
17
Eickmeier, Sandra
17
Haltiwanger, John C.
17
Härdle, Wolfgang
17
Ludvigson, Sydney C.
17
Massa, Massimo
17
Neumark, David
17
Schorfheide, Frank
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Weber, Enzo
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1
Tail risk premia and return predictability
Bollerslev, Tim
;
Todorov, Viktor
;
Xu, Lai
-
2014
Persistent link: https://www.econbiz.de/10010442441
Saved in:
2
Roughing up beta : continuous vs. discontinuous betas, and the cross-section of expected stock returns
Bollerslev, Tim
;
Li, Sophia Zhengzi
;
Todorov, Viktor
-
2014
Persistent link: https://www.econbiz.de/10010442477
Saved in:
3
Estimation of jump tails
Bollerslev, Tim
;
Todorov, Viktor
-
2011
Persistent link: https://www.econbiz.de/10009559404
Saved in:
4
Tails, fears, and risk premia
Bollerslev, Tim
;
Todorov, Viktor
-
2011
Persistent link: https://www.econbiz.de/10009559410
Saved in:
5
Stock return predictability and variance risk premia : statistical inference and international evidence
Bollerslev, Tim
;
Marrone, James
;
Xu, Lai
;
Zhou, Hao
-
2011
Persistent link: https://www.econbiz.de/10009406434
Saved in:
6
Risk and return : long-run relationships, fractional cointegration, and return predictability
Bollerslev, Tim
(
contributor
)
-
2011
Persistent link: https://www.econbiz.de/10009785804
Saved in:
7
Estimation of jump tails
Bollerslev, Tim
;
Todorov, Viktor
-
2010
Persistent link: https://www.econbiz.de/10003959796
Saved in:
8
Tails, fears and risk premia
Bollerslev, Tim
;
Todorov, Viktor
-
2009
Persistent link: https://www.econbiz.de/10003849565
Saved in:
9
Expected stock returns and variance risk premia
Bollerslev, Tim
;
Tauchen, George Eugene
;
Zhou, Hao
-
2008
Persistent link: https://www.econbiz.de/10010218854
Saved in:
10
Expected stock returns and variance risk premia
Bollerslev, Tim
;
Zhou, Hao
-
2007
Persistent link: https://www.econbiz.de/10003826928
Saved in:
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