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institution:"The Wharton Financial Institutions Center"
~institution:"Center for Economic Research <Tilburg>"
~institution:"International Center for Financial Asset Management and Engineering"
~subject:"Forecast"
~subject:"Kapitaleinkommen"
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Forecast
Kapitaleinkommen
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1954-1998
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Diebold, Francis X.
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Marquering, Wessel A.
2
Verbeek, Marno
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Adjaoute, Kpate
1
Andersen, Torben
1
Anderson, Torben G.
1
Berk, Jonathan B.
1
Bertocchi, Marida
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Bollerslev, Tim
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Giacometti, Rosella
1
Goeij, Peter de
1
Green, Richard C.
1
Isakov, Dušan
1
Jondeau, Eric
1
Kadlec, Gregory B.
1
Li, Canlin
1
Nijman, Theodore E.
1
Rockinger, Michael
1
Sonney, Frédéric
1
Suijs, Jeroen
1
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The Wharton Financial Institutions Center
Center for Economic Research <Tilburg>
International Center for Financial Asset Management and Engineering
National Bureau of Economic Research
593
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
23
Rodney L. White Center for Financial Research
21
University of Chicago / Center for Research in Security Prices
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Federal Reserve Bank of St. Louis
11
OECD
10
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7
Erasmus Research Institute of Management
7
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7
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6
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
5
Federal Reserve System / Board of Governors
5
Institute of Finance and Accounting <London>
5
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
5
Svenska Handelshögskolan <Helsinki>
5
University of Canterbury / Dept. of Economics and Finance
5
Ekonomiska forskningsinstitutet <Stockholm>
4
Federal Reserve Bank of San Francisco
4
Gottfried Wilhelm Leibniz Universität Hannover
4
Institut for Nationaløkonomi <Kopenhagen>
4
Nationalekonomiska Institutionen <Lund>
4
Pensions Institute
4
University of Exeter / Department of Economics
4
William Davidson Institute <Ann Arbor, Mich.>
4
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3
Centre for Economic Policy Research
3
Conference on Risk and the Rate of Return <1973, Vail, Colo.>
3
Harvard Institute of Economic Research
3
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Instituto Valenciano de Investigaciones Económicas
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2
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2
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Working papers / Financial Institutions Center
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Discussion paper / Center for Economic Research, Tilburg University
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FAME research paper series
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ECONIS (ZBW)
15
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Do countries or industries explain momentum in Europe?
Nijman, Theodore E.
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001646679
Saved in:
2
Some like it smooth, and some like it rough : untangling continuous and jump components in measuring, modeling, and forecasting asset return volatility
Andersen, Torben
(
contributor
);
Bollerslev, Tim
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001899970
Saved in:
3
Do macroeconomic announcements cause asymmetric volatility
Goeij, Peter de
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001901531
Saved in:
4
Financial asset returns, direction-of-change forecasting, and volatility dynamics
Christoffersen, Peter F.
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002100081
Saved in:
5
Modeling and forecasting realized volatility
Anderson, Torben G.
(
contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001547064
Saved in:
6
Mutual fund flows and performance in rational markets
Berk, Jonathan B.
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001865022
Saved in:
7
European financial integration and equity returns : a theory-based assessment
Adjaoute, Kpate
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001865060
Saved in:
8
A no-arbitrage approach to range-based estimation of return covariances and correlations
Brandt, Michael W.
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001785523
Saved in:
9
Conditional dependency of financial series : the copula-GARCH model
Jondeau, Eric
(
contributor
);
Rockinger, Michael
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001791437
Saved in:
10
Are practitioners right? : On the relative importance of industrial factors in international stock returns
Isakov, Dušan
(
contributor
);
Sonney, Frédéric
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001791445
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