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subject:"Capital income"
subject:"Zeitreihenanalyse"
~person:"Bollerslev, Tim"
~person:"Stambaugh, Robert F."
~subject:"Liquidity"
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Capital income
Zeitreihenanalyse
Liquidity
Theorie
211
Theory
211
Kapitaleinkommen
93
Volatility
80
Volatilität
80
CAPM
55
Estimation
51
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51
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49
United States
49
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41
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Bollerslev, Tim
Stambaugh, Robert F.
Franses, Philip Hans
138
Phillips, Peter C. B.
130
Gil-Alaña, Luis A.
118
Koopman, Siem Jan
117
Caporale, Guglielmo Maria
98
Pesaran, M. Hashem
86
Diebold, Francis X.
84
Härdle, Wolfgang
77
Lütkepohl, Helmut
72
Koop, Gary
71
Timmermann, Allan
71
Engle, Robert F.
66
Teräsvirta, Timo
62
Harvey, Andrew C.
59
McAleer, Michael
59
Sibbertsen, Philipp
58
Maravall Herrero, Agustín
56
Granger, C. W. J.
55
Swanson, Norman R.
55
Kunst, Robert M.
54
Lucas, André
54
Dijk, Herman K. van
51
Hyndman, Rob J.
50
Ghysels, Eric
49
Marcellino, Massimiliano
49
Bauwens, Luc
47
Hassler, Uwe
47
Hallin, Marc
46
Campbell, John Y.
45
Lux, Thomas
45
Taylor, Robert
45
Mills, Terence C.
43
Proietti, Tommaso
43
Harvey, Campbell R.
42
Gao, Jiti
41
Hendry, David F.
41
Kapetanios, George
41
Perron, Pierre
41
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National Bureau of Economic Research
14
Rodney L. White Center for Financial Research
3
University of Chicago / Center for Research in Security Prices
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1
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1
International economic review
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1
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ECONIS (ZBW)
113
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91
Testing for market microstructure effects in intraday volatility : a reassessment of the Tokyo FX experiment
Anderson, Torben G.
;
Bollerslev, Tim
;
Das, Ashish
-
1998
Persistent link: https://www.econbiz.de/10000673940
Saved in:
92
The equity premium and structural breaks
Pástor, Ľuboš
;
Stambaugh, Robert F.
-
1998
Persistent link: https://www.econbiz.de/10000993348
Saved in:
93
Costs of equity capital and model mispricing
Pástor, Ľuboš
;
Stambaugh, Robert F.
-
1998
Persistent link: https://www.econbiz.de/10000981017
Saved in:
94
Answering the skeptics : yes, standard volatility models do provide accurate forecasts
Andersen, Torben
- In:
International economic review
39
(
1998
)
4
,
pp. 885-905
Persistent link: https://www.econbiz.de/10001338809
Saved in:
95
Analyzing investments whose histories differ in length
Stambaugh, Robert F.
-
1997
Persistent link: https://www.econbiz.de/10000621946
Saved in:
96
Answering the critics : yes, arch models do provide good volatility forecasts
Andersen, Torben
;
Bollerslev, Tim
-
1997
Persistent link: https://www.econbiz.de/10000627888
Saved in:
97
Analyzing investments whose histories differ in length
Stambaugh, Robert F.
- In:
Journal of financial economics
45
(
1997
)
3
,
pp. 285-331
Persistent link: https://www.econbiz.de/10001229284
Saved in:
98
Heterogeneous information arrivals and return volatility dynamics : uncovering the long-run in high frequency returns
Andersen, Torben
;
Bollerslev, Tim
-
1996
Persistent link: https://www.econbiz.de/10000603372
Saved in:
99
On the predictability of stock returns : an asset-allocation perspective
Kandel, Shmuel
- In:
The journal of finance : the journal of the American …
51
(
1996
)
2
,
pp. 385-424
Persistent link: https://www.econbiz.de/10001205915
Saved in:
100
Periodic autoregressive conditional heteroscedasticity
Bollerslev, Tim
- In:
Journal of business & economic statistics : JBES ; a …
14
(
1996
)
2
,
pp. 139-160
Persistent link: https://www.econbiz.de/10001203173
Saved in:
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