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institution:"The Wharton Financial Institutions Center"
subject:"Capital income"
~institution:"Institute of Chartered Financial Analysts"
~institution:"University of Canterbury / Dept. of Economics and Finance"
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Capital income
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18
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7
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Asai, Manabu
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The Wharton Financial Institutions Center
Institute of Chartered Financial Analysts
University of Canterbury / Dept. of Economics and Finance
National Bureau of Economic Research
96
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
5
Federal Reserve Bank of St. Louis
4
Gottfried Wilhelm Leibniz Universität Hannover
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A comparison of spillover effects before, during and after the 2008 financial crisis
Rea, Alethea
;
Rea, William
;
Reale, Marco
;
Scarrott, Carl
-
2012
Persistent link: https://www.econbiz.de/10009562986
Saved in:
2
Forecasting value-at-risk using block structure multivariate stochastic volatility models
Asai, Manabu
;
Caporin, Massimiliano
;
McAleer, Michael
-
2012
-
Rev.
Persistent link: https://www.econbiz.de/10009562985
Saved in:
3
Piety and profits : stock market anomaly during the Muslim holy month
Białkowski, Je̜drzej
;
Etebari, Ahmad
;
Wisniewski, …
-
2010
Persistent link: https://www.econbiz.de/10008695604
Saved in:
4
Modeling and forecasting realized volatility
Anderson, Torben G.
(
contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001547064
Saved in:
5
Economic foundations of capital market returns
Singer, Brian D.
;
Terhaar, Kevin
-
1997
Persistent link: https://www.econbiz.de/10001425903
Saved in:
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