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subject:"Capital income"
~person:"Engle, Robert F."
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Capital income
Beta risk
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CAPM
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Risikoprämie
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Estimation
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Kapitaleinkommen
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Engle, Robert F.
Reeves, Jonathan J.
14
Bali, Turan G.
6
Estrada, Javier
6
Jiang, Danling
6
Wu, Haifeng
6
Campbell, John Y.
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Cenesizoglu, Tolga
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Polk, Christopher
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Tang, Gordon Y. N.
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Theissen, Erik
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Todorov, Viktor
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Alexeev, Vitali
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Bollerslev, Tim
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Brooks, Robert
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Chen, Chun-Da
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Chowdhury, Biplob
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Hollstein, Fabian
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Kalesnik, Vitali
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Korajczyk, Robert A.
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Liu, Qianqiu
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Mankiw, N. Gregory
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Meng, Yuting
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Murray, Scott
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Prokopczuk, Marcel
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Shapiro, Matthew D.
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Vargas, Maria
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Vuolteenaho, Tuomo
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Yao, Wenying
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Zhang, Lu
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Asgharian, Hossein
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Atilgan, Yigit
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Chen, Peng
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Demirtas, K. Ozgur
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Dennis, Steven A.
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Dungey, Mardi H.
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Grassi, Stefano
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Gunaydin, A. Doruk
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Hong, Harrison G.
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Working paper / National Bureau of Economic Research, Inc.
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ECONIS (ZBW)
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Dynamic conditional beta is alive and well in the cross section of daily stock returns
Bali, Turan G.
;
Engle, Robert F.
;
Tang, Yi
- In:
Management science : journal of the Institute for …
63
(
2017
)
11
,
pp. 3760-3779
Persistent link: https://www.econbiz.de/10011772757
Saved in:
2
Dynamic conditional beta
Engle, Robert F.
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
4
,
pp. 643-667
Persistent link: https://www.econbiz.de/10011623818
Saved in:
3
Time-varying betas and asymmetric effects of news : empirical analysis of blue chip stocks
Cho, Young-hye
;
Engle, Robert F.
-
1999
Persistent link: https://www.econbiz.de/10001417230
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