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~person:"Lien, Da-hsiang Donald"
~person:"Linton, Oliver"
~subject:"Kapitaleinkommen"
~type_genre:"Article in journal"
~type_genre:"Conference proceedings"
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Kapitaleinkommen
Theorie
148
Theory
148
Estimation theory
73
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73
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60
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60
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Lien, Da-hsiang Donald
Linton, Oliver
Zaremba, Adam
38
Gupta, Rangan
23
Timmermann, Allan
21
Zhou, Guofu
21
Guidolin, Massimo
20
Satchell, Stephen
20
Auer, Benjamin R.
18
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17
McMillan, David G.
17
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17
Bali, Turan G.
16
Bollerslev, Tim
16
Grobys, Klaus
16
Wang, Yudong
16
Wohar, Mark E.
16
Kumar, Dilip
15
Todorov, Viktor
15
Brooks, Robert
14
Fabozzi, Frank J.
14
Ferson, Wayne E.
14
Harvey, Campbell R.
14
Wong, Wing Keung
14
Narayan, Paresh Kumar
13
Titman, Sheridan
13
Zhang, Wei
13
Andersen, Torben
12
Bekaert, Geert
12
Clare, Andrew D.
12
Gil-Alaña, Luis A.
12
Kang, Jangkoo
12
Kryzanowski, Lawrence
12
Madan, Dilip B.
12
Olmo, Jose
12
Sehgal, Sanjay
12
Stambaugh, Robert F.
12
Cakici, Nusret
11
Caporale, Guglielmo Maria
11
Matallín-Sáez, Juan Carlos
11
Tauchen, George Eugene
11
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11
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Journal of econometrics
2
Advances in quantitative analysis of finance and accounting : a research annual
1
Applied financial economics
1
Applied mathematical finance
1
Cambridge working papers in economics
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Journal of empirical finance
1
Journal of forecasting
1
The journal of futures markets
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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ECONIS (ZBW)
11
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11
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1
Estimation with mixed data frequencies : a bias-correction approach
Ghosh, Anisha
;
Linton, Oliver
- In:
Journal of empirical finance
74
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014477062
Saved in:
2
The global latent factor and international index futures returns predictability
Chang, Shu-Lien
;
Lee, Hsiu-chuan
;
Lien, Da-hsiang Donald
- In:
Journal of forecasting
41
(
2022
)
3
,
pp. 514-538
Persistent link: https://www.econbiz.de/10013166158
Saved in:
3
Nonparametric predictive regressions for stock return brediction
Cheng, Tingting
;
Gao, Jiti
;
Linton, Oliver
-
2019
Persistent link: https://www.econbiz.de/10012698837
Saved in:
4
Window dressing in equity mutual funds
Hung, Pi-Hsia
;
Lien, Da-hsiang Donald
;
Kuo, Ming-Sin
- In:
The quarterly review of economics and finance : journal …
78
(
2020
),
pp. 338-354
Persistent link: https://www.econbiz.de/10012431323
Saved in:
5
Estimating the quadratic covariation matrix for asynchronously observed high frequency stock returns corrupted by additive measurement error
Park, Sujin
;
Hong, Seok Young
;
Linton, Oliver
- In:
Journal of econometrics
191
(
2016
)
2
,
pp. 325-347
Persistent link: https://www.econbiz.de/10011610563
Saved in:
6
Tracking error decision rules and accumulated wealth
Berg, Nathan
;
Lien, Da-hsiang Donald
- In:
Applied mathematical finance
10
(
2003
)
2
,
pp. 91-119
Persistent link: https://www.econbiz.de/10001805360
Saved in:
7
Efficient semiparametric estimation of the Fama-French model and extensions
Connor, Gregory
;
Hagmann, Matthias
;
Linton, Oliver
- In:
Econometrica : journal of the Econometric Society, an …
80
(
2012
)
2
,
pp. 713-754
Persistent link: https://www.econbiz.de/10009534943
Saved in:
8
The common and specific components of dynamic volatility
Connor, Gregory
;
Korajczyk, Robert A.
;
Linton, Oliver
- In:
Journal of econometrics
132
(
2006
)
1
,
pp. 231-255
Persistent link: https://www.econbiz.de/10003320262
Saved in:
9
Is covered call investing wise? : Evaluating the strategy using risk-adjusted performance measures
Leggio, Karyl B.
;
Lien, Da-hsiang Donald
- In:
Advances in quantitative analysis of finance and …
2
(
2005
),
pp. 187-204
Persistent link: https://www.econbiz.de/10003104102
Saved in:
10
Firm-level return dispersion and correlation asymmetry : challenges for portfolio diversification
Demirer, Rıza
;
Lien, Da-hsiang Donald
- In:
Applied financial economics
14
(
2004
)
6
,
pp. 447-456
Persistent link: https://www.econbiz.de/10001971231
Saved in:
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