EconBiz - Find Economic Literature
    • Logout
    • Change account settings
  • A-Z
  • Beta
  • About EconBiz
  • News
  • Thesaurus (STW)
  • Academic Skills
  • Help
  •  My account 
    • Logout
    • Change account settings
  • Login
EconBiz - Find Economic Literature
Publications Events
Search options
Advanced Search history
My EconBiz
Favorites Loans Reservations Fines
    You are here:
  • Home
  • Search: subject:"permanent component"
Narrow search

Narrow search

Year of publication
Subject
All
Permanent component 8 Transitory component 8 Theorie 7 Theory 7 Time series analysis 5 Zeitreihenanalyse 5 permanent component 5 Volatility 4 Volatilität 4 Business cycle 3 CAPM 3 Discounting 3 Diskontierung 3 Estimation 3 Forecasting model 3 Konjunktur 3 Prognoseverfahren 3 Schätzung 3 Stochastic process 3 Stochastischer Prozess 3 Eigenfunction problems 2 Entropie 2 Entropy 2 Markov chain 2 Markov switching model 2 Markov-Kette 2 Permanent Component 2 REITs 2 Schock 2 Shock 2 Stochastic discount factors 2 Variance bounds 2 asset pricing models 2 eigenfunction problem 2 entropy codependence 2 jump 2 lower entropy bounds 2 stochastic discount factors 2 ARCH model 1 ARCH-Modell 1
more ... less ...
Online availability
All
Undetermined 9 Free 2
Type of publication
All
Article 12 Book / Working Paper 3
Type of publication (narrower categories)
All
Article in journal 9 Aufsatz in Zeitschrift 9 Arbeitspapier 2 Graue Literatur 2 Non-commercial literature 2 Working Paper 2
Language
All
English 12 Undetermined 3
Author
All
Bakshi, Gurdip S. 3 Chabi-Yo, Fousseni 3 Chen, Shyh-Wei 2 Anderson, Richard G. 1 Avarucci, Marco 1 Bakshi, Gurdip 1 Cavicchiol, Maddalena 1 Chauvet, Marcelle 1 Chiang, Hsiu-Hsuan 1 Chiang, Shu-Mei 1 Chiu, Chien-Liang 1 Fisher, Lance A. 1 Forni, Mario 1 Fousseni, Chabi-Yo 1 Huang, MeiChi 1 Huang, Zehua 1 Huh, Hyeon-seung 1 Ibikunle, Gbenga 1 Jones, Barry E. 1 Khasawneh, Ohoud Abdel Hafiez 1 Li, Shaoyu 1 Nagakura, Daisuke 1 Rzayev, Khaladdin 1 Shen, Chung-Hua 1 Shen, Chung-hua 1 Wei, Lijia 1 Yeh, Chin-Piao 1 Zaffaroni, Paolo 1
more ... less ...
Institution
All
Institute for Monetary and Economic Studies, Bank of Japan 1
Published in...
All
Charles A. Dice Center Working Paper 1 Econometric reviews 1 Economic Modelling 1 Economic modelling 1 Emerging Markets Finance and Trade 1 Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets 1 Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria 1 Fisher College of Business working paper series 1 IMES Discussion Paper Series 1 Journal of Financial Economics 1 Journal of financial and quantitative analysis : JFQA 1 Journal of financial economics 1 Journal of financial markets 1 Research in international business and finance 1 The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association 1 Working paper series : paper ... 1
more ... less ...
Source
All
ECONIS (ZBW) 11 RePEc 4
Showing 11 - 15 of 15
Cover Image
Variance bounds on the permanent and transitory components of stochastic discount factors
Bakshi, Gurdip; Chabi-Yo, Fousseni - In: Journal of Financial Economics 105 (2012) 1, pp. 191-208
In this paper, we develop lower bounds on the variance of the permanent component and the transitory component, and on …
Persistent link: https://www.econbiz.de/10010571646
Saved in:
Cover Image
Examining the stochastic behavior of REIT returns: Evidence from the regime switching approach
Chen, Shyh-Wei; Shen, Chung-Hua - In: Economic Modelling 29 (2012) 2, pp. 291-298
significantly smaller than the corresponding variance for the permanent component. The durations of the high-variance regimes for …
Persistent link: https://www.econbiz.de/10010573376
Saved in:
Cover Image
Variance bounds on the permanent and transitory components of stochastic discount factors
Bakshi, Gurdip S.; Chabi-Yo, Fousseni - In: Journal of financial economics 105 (2012) 1, pp. 191-208
Persistent link: https://www.econbiz.de/10009622426
Saved in:
Cover Image
Examining the stochastic behavior of REIT returns : evidence from the regime switching approach
Chen, Shyh-Wei; Shen, Chung-hua - In: Economic modelling 29 (2012) 2, pp. 291-298
Persistent link: https://www.econbiz.de/10009536014
Saved in:
Cover Image
Permanent and Transitory Components in the Chinese Stock Market: The ARJI-Trend Model
Chiang, Shu-Mei; Yeh, Chin-Piao; Chiu, Chien-Liang - In: Emerging Markets Finance and Trade 45 (2009) 3, pp. 35-55
lesser effect on the permanent component. Jump variance can also affect total variance, though the effect is far lower than … characteristics. During event periods, the permanent component, transitory components, and jump intensity are larger than their …
Persistent link: https://www.econbiz.de/10005048868
Saved in:
  • First
  • Prev
  • 1
  • 2
A service of the
zbw
  • Sitemap
  • Plain language
  • Accessibility
  • Contact us
  • Imprint
  • Privacy

Loading...