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person:"Zhang, Lu"
~person:"Bouri, Elie"
~person:"Engle, Robert F."
~subject:"Kapitaleinkommen"
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Kapitaleinkommen
Capital income
168
Börsenkurs
60
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60
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57
Volatilität
57
Estimation
46
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Zhang, Lu
Bouri, Elie
Engle, Robert F.
Gupta, Rangan
163
Zaremba, Adam
155
Caporale, Guglielmo Maria
143
Bekaert, Geert
111
Campbell, John Y.
110
Bali, Turan G.
103
McMillan, David G.
99
Diebold, Francis X.
95
Harvey, Campbell R.
91
Bollerslev, Tim
81
Stambaugh, Robert F.
79
Zhou, Guofu
79
Timmermann, Allan
77
Titman, Sheridan
74
Cakici, Nusret
73
Guidolin, Massimo
67
Narayan, Paresh Kumar
67
Wohar, Mark E.
66
Faff, Robert W.
65
Pierdzioch, Christian
63
Ang, Andrew
61
McAleer, Michael
61
Goetzmann, William N.
58
Subrahmanyam, Avanidhar
58
Plastun, Alex
57
Gil-Alaña, Luis A.
54
Ferson, Wayne E.
53
Poterba, James M.
51
Guirguis, Michel
48
Lettau, Martin
46
Bohl, Martin T.
45
Fabozzi, Frank J.
45
Lakonishok, Josef
45
Guo, Hui
44
Jagannathan, Ravi
44
Pesaran, M. Hashem
42
Da, Zhi
41
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National Bureau of Economic Research
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10
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7
Department of Economics working paper series
6
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6
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5
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5
International review of financial analysis
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3
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ECONIS (ZBW)
168
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1
Long run volatility forecasting for individual stocks in a one factor model
Engle, Robert F.
;
Lee, Gary G. J.
-
1993
Persistent link: https://www.econbiz.de/10000877958
Saved in:
2
A permanent and transitory component model of stock return volatility
Engle, Robert F.
;
Lee, Gary G. J.
-
1993
-
[Rev.]
Persistent link: https://www.econbiz.de/10000877975
Saved in:
3
Hourly volatility spillovers between international equity markets
Susmel, Raul
;
Engle, Robert F.
-
1992
Persistent link: https://www.econbiz.de/10000841632
Saved in:
4
A long memory property of stock market returns and a new model
Ding, Zhuanxin
;
Granger, C. W. J.
;
Engle, Robert F.
-
1992
Persistent link: https://www.econbiz.de/10000841643
Saved in:
5
A permanent and transitory component model of stock return volatality
Engle, Robert F.
;
Lee, Gary G. J.
-
1992
Persistent link: https://www.econbiz.de/10000853573
Saved in:
6
Do bulls and bears move across borders? : international transmission of stock returns and volatility as the world turns
Lin, Wen-ling Tsai
;
Engle, Robert F.
;
Itō, Takatoshi
-
1992
-
Rev
Persistent link: https://www.econbiz.de/10000853615
Saved in:
7
Empirical pricing kernels
Rosenberg, Joshua V.
;
Engle, Robert F.
-
1998
Persistent link: https://www.econbiz.de/10000982923
Saved in:
8
Time-varying volatility and the dynamic behavior of the term structure
Engle, Robert F.
;
Ng, Victor K.
-
1991
Persistent link: https://www.econbiz.de/10000812958
Saved in:
9
Measuring and testing the impact of news on volatility
Engle, Robert F.
;
Ng, Victor K.
-
1991
Persistent link: https://www.econbiz.de/10000814056
Saved in:
10
Measuring and testing the impact of news on volatility
Engle, Robert F.
- In:
The journal of finance : the journal of the American …
48
(
1993
)
5
,
pp. 1749-1778
Persistent link: https://www.econbiz.de/10001155967
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