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~subject:"Capital income"
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Capital income
Volatilität
39,800
Volatility
38,769
Theorie
9,889
Theory
9,654
Börsenkurs
9,184
Share price
9,047
Schätzung
8,358
Estimation
8,176
Kapitaleinkommen
6,912
ARCH-Modell
6,222
ARCH model
6,152
Aktienmarkt
5,687
Stock market
5,610
Welt
4,637
Wechselkurs
4,577
World
4,553
Exchange rate
4,464
USA
4,185
United States
4,056
Optionspreistheorie
3,828
Stochastischer Prozess
3,802
Option pricing theory
3,769
Stochastic process
3,740
Prognoseverfahren
3,673
Forecasting model
3,627
Zeitreihenanalyse
3,153
Time series analysis
3,077
Risk
2,443
Risiko
2,440
Ölpreis
2,247
Oil price
2,233
Spillover-Effekt
2,208
Spillover effect
2,181
Finanzmarkt
2,165
Financial market
2,107
Portfolio-Management
2,094
Portfolio selection
2,083
Konjunktur
1,861
Business cycle
1,816
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2,396
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2,266
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4,400
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2,485
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4,298
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4,298
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963
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926
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926
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71
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7
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6,857
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16
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5
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Gupta, Rangan
90
Bollerslev, Tim
70
McAleer, Michael
52
Caporale, Guglielmo Maria
51
Diebold, Francis X.
47
Bekaert, Geert
41
Bouri, Elie
35
Andersen, Torben
33
Ma, Feng
28
Pierdzioch, Christian
26
Spagnolo, Nicola
26
Todorov, Viktor
26
McMillan, David G.
25
Chang, Chia-Lin
24
Lux, Thomas
24
Yılmaz, Kamil
22
Bali, Turan G.
21
Chiang, Thomas C.
21
Gil-Alaña, Luis A.
21
Wang, Yudong
21
Engle, Robert F.
20
Kumar, Dilip
20
Asai, Manabu
19
Christoffersen, Peter F.
19
Campbell, John Y.
18
Wohar, Mark E.
18
Andersen, Torben G.
17
Caporin, Massimiliano
17
Kočenda, Evžen
17
Meddahi, Nour
17
Zaremba, Adam
17
Aït-Sahalia, Yacine
16
Balcilar, Mehmet
16
Demirer, Rıza
16
Harvey, Campbell R.
16
Jiang, George J.
16
Prokopczuk, Marcel
16
Tauchen, George Eugene
16
Baruník, Jozef
15
Bohl, Martin T.
15
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National Bureau of Economic Research
73
University of Canterbury / Dept. of Economics and Finance
4
Chambre de commerce et d'industrie de Paris
3
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
3
Gottfried Wilhelm Leibniz Universität Hannover
3
Rodney L. White Center for Financial Research
3
The Wharton Financial Institutions Center
3
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
2
Federal Reserve Bank of St. Louis
2
Institute of Finance and Accounting <London>
2
Judge Institute of Management Studies
2
Svenska Handelshögskolan <Helsinki>
2
William Davidson Institute <Ann Arbor, Mich.>
2
Banca nazionale del lavoro / Ufficio scenari economici
1
Banca nazionale del lavoro / Ufficio studi
1
Banco Central do Brasil
1
Center for Economic Research <Tilburg>
1
Centro de Estudios Macroeconómicos de Argentina / Universidad
1
Conference on Exchange Rates Effects on Corporations <1992, New York, NY>
1
Conference on Realized Volatility <2006, Montréal>
1
Ekonomiska forskningsinstitutet <Stockholm>
1
Erasmus Research Institute of Management
1
Federal Reserve Bank of Cleveland
1
Federal Reserve Bank of San Francisco
1
Federal Reserve System / Division of Research and Statistics
1
Goethe-Universität Frankfurt am Main / Fachbereich Wirtschaftswissenschaften
1
Harvard Institute of Economic Research
1
Internationaler Währungsfonds / Western Hemisphere Department
1
Johns Hopkins University / Department of Economics
1
Karlsruher Institut für Technologie
1
Nationalekonomiska Institutionen <Lund>
1
Rutgers University / Department of Economics
1
Salomon Center
1
Sonderforschungsbereich 303 Information und die Koordination wirtschaftlicher Aktivitäten, Universität Bonn
1
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
1
Universitat Pompeu Fabra / Departament d'Economia i Empresa
1
Universität Duisburg <1980-2002>
1
Universität Mannheim
1
Universität Ulm
1
Universität zu Köln / Seminar für Wirtschafts- und Sozialstatistik
1
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Finance research letters
139
International review of financial analysis
124
Journal of banking & finance
109
International review of economics & finance : IREF
104
Journal of empirical finance
102
The North American journal of economics and finance : a journal of financial economics studies
95
Energy economics
88
Journal of financial economics
82
Applied financial economics
78
Research in international business and finance
77
Applied economics
76
NBER working paper series
72
Economic modelling
70
Journal of econometrics
70
Journal of international financial markets, institutions & money
68
Working paper / National Bureau of Economic Research, Inc.
64
Pacific-Basin finance journal
61
Applied economics letters
60
Journal of risk and financial management : JRFM
57
NBER Working Paper
56
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
54
International journal of forecasting
50
The European journal of finance
45
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
43
Journal of forecasting
41
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
38
Economics letters
37
Working paper
35
Investment management and financial innovations
34
Journal of international money and finance
34
Review of quantitative finance and accounting
33
International journal of finance & economics : IJFE
32
Journal of financial markets
32
Research paper series / Swiss Finance Institute
31
The journal of finance : the journal of the American Finance Association
31
Discussion paper / Tinbergen Institute
29
Management science : journal of the Institute for Operations Research and the Management Sciences
29
The journal of futures markets
29
Cogent economics & finance
28
Global finance journal
28
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ECONIS (ZBW)
6,885
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6861
Modeling volatility persistence of speculative returns : a new approach
Ding, Zhuanxin
;
Granger, C. W. J.
-
1994
Persistent link: https://www.econbiz.de/10000892121
Saved in:
6862
Finanzmarktvolatilität und monetäre Unsicherheit
Kratz, Karlheinz
-
1994
Persistent link: https://www.econbiz.de/10013428800
Saved in:
6863
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:
6864
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:
6865
Excess return, excess volatility, and negative autocorrelation caused by uncertainty aversion and risk aversion
Hu, Jie
-
1993
Persistent link: https://www.econbiz.de/10000885309
Saved in:
6866
Daily price limits and market volatility : an empirical examination of the Taiwan security market
Wang, Sue Fung
-
1993
Persistent link: https://www.econbiz.de/10000932079
Saved in:
6867
Overnight information and opening prices on the New York Stock Exchange
Freedman, Ruth Janine
;
Terry, Eric
-
1993
Persistent link: https://www.econbiz.de/10000998686
Saved in:
6868
On the relation between the expected value and the volatility of the nominal excess return on stocks
Glosten, Lawrence R.
;
Jagannathan, Ravi
;
Runkle, David E.
-
1993
Persistent link: https://www.econbiz.de/10000870606
Saved in:
6869
On the relation between the expected value and the volatility of the nominal excess return on stocks
Glosten, Lawrence R.
;
Jagannathan, Ravi
;
Runkle, David E.
-
1993
-
rev
Persistent link: https://www.econbiz.de/10000142591
Saved in:
6870
Hourly volatility spillovers between international equity markets
Susmel, Raul
;
Engle, Robert F.
-
1992
Persistent link: https://www.econbiz.de/10000841632
Saved in:
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