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Modeling and forecasting realized volatility

Andersen, Torben; Bollerslev, Tim; Diebold, Francis X.; … - In: Econometrica : journal of the Econometric Society, an … 71 (2003) 2, pp. 579-625

Persistent link: https://www.econbiz.de/10001750369

Do demographic changes affect risk premiums? : Evidence from international data

Ang, Andrew; Maddaloni, Angela - 2003

Persistent link: https://www.econbiz.de/10001758480

Stock return predictability : is it there?

Ang, Andrew; Bekaert, Geert - 2001

Persistent link: https://www.econbiz.de/10001569416

Correcting the errors : a note on volatility forecast evaluation based on high-frequency data and realized volatilities

Andersen, Torben (contributor); Bollerslev, Tim (contributor) - 2002 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001947554

Do demographic changes affect risk premiums? : Evidence from international data

Ang, Andrew; Maddaloni, Angela - In: The journal of business : B 78 (2005) 1, pp. 341-379

Persistent link: https://www.econbiz.de/10002828486

Correcting the errors : volatility forecast evaluation using high-frequency data and realized volatilities

Andersen, Torben; Bollerslev, Tim; Meddahi, Nour - In: Econometrica : journal of the Econometric Society, an … 73 (2005) 1, pp. 279-296

Persistent link: https://www.econbiz.de/10002568170

Modeling and forecasting realized volatility

Anderson, Torben G.; Bollerslev, Tim; Diebold, Francis X.; … - 2002 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10002020013

Stock return predictability and variance risk premia : statistical inference and international evidence

Bollerslev, Tim; Marrone, James; Xu, Lai; Zhou, Hao - 2011

Persistent link: https://www.econbiz.de/10009406434

Stock return predictability : is it there?

Ang, Andrew; Bekaert, Geert - In: The review of financial studies 20 (2007) 3, pp. 651-707

Persistent link: https://www.econbiz.de/10003554618

Stock Return Predictability : Is it There?

Ang, Andrew - 2001

We ask whether stock returns in France, Germany, Japan, the UK and the US are predictable by three instruments: the dividend yield, the earnings yield and the short rate. The predictability regression is suggested by a present value model with earnings growth, payout ratios and the short rate as...

Persistent link: https://www.econbiz.de/10012470517