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subject:"Innovation"
type_genre:"Sammlung"
~person:"Maheu, John M."
~subject:"Volatility"
~type_genre:"Article in journal"
~type_genre:"Bibliography included"
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Maheu, John M.
Gupta, Rangan
22
McAleer, Michael
22
Malerba, Franco
21
Bollerslev, Tim
20
Antonelli, Cristiano
18
Lambertini, Luca
17
Aghion, Philippe
16
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16
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15
Asai, Manabu
15
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14
Mukherjee, Arijit
14
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13
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13
Wang, Yudong
13
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12
Herwartz, Helmut
12
Renault, Eric
12
Batabyal, Amitrajeet A.
11
Caporin, Massimiliano
11
Westerhoff, Frank H.
11
Aït-Sahalia, Yacine
10
Chan, Joshua
10
Choi, Jay Pil
10
Fouque, Jean-Pierre
10
Ghysels, Eric
10
Mele, Antonio
10
Pierdzioch, Christian
10
Rodriguez, Gabriel
10
Sircar, Kaushik Ronnie
10
Stadler, Manfred
10
Teece, David J.
10
Yu, Jun
10
Zhang, Jie
10
Baumol, William J.
9
Bekaert, Geert
9
Caporale, Guglielmo Maria
9
Escobar, Marcos
9
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9
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9
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2
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1
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1
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ECONIS (ZBW)
9
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1
A multivariate GARCH-jump mixture model
Li, Chenxing
;
Maheu, John M.
- In:
Journal of forecasting
43
(
2024
)
1
,
pp. 182-207
Persistent link: https://www.econbiz.de/10014443194
Saved in:
2
Nonparametric dynamic conditional beta
Maheu, John M.
;
Zamenjani, Azam Shamsi
- In:
Journal of financial econometrics
19
(
2021
)
4
,
pp. 583-613
Persistent link: https://www.econbiz.de/10012654975
Saved in:
3
Oil price shocks and economic growth : the volatility link
Maheu, John M.
;
Song, Yong
;
Yang, Qiao
- In:
International journal of forecasting
36
(
2020
)
2
,
pp. 570-587
Persistent link: https://www.econbiz.de/10012415259
Saved in:
4
Estimating a semiparametric asymmetric stochastic volatility model with a Dirichlet process mixture
Jensen, Mark J.
;
Maheu, John M.
- In:
Journal of econometrics
178
(
2014
)
1
,
pp. 523-538
Persistent link: https://www.econbiz.de/10010256874
Saved in:
5
Do jumps contribute to the dynamics of the equity premium
Maheu, John M.
;
McCurdy, Thomas H.
;
Zhao, Xiaofei
- In:
Journal of financial economics
110
(
2013
)
2
,
pp. 457-477
Persistent link: https://www.econbiz.de/10010208659
Saved in:
6
Bayesian semiparametric stochastic volatility modeling
Jensen, Mark J.
;
Maheu, John M.
- In:
Journal of econometrics
157
(
2010
)
2
,
pp. 306-316
Persistent link: https://www.econbiz.de/10008663011
Saved in:
7
Forecasting realized volatility : a Bayesian model-averaging approach
Liu, Chun
;
Maheu, John M.
- In:
Journal of applied econometrics
24
(
2009
)
5
,
pp. 709-733
Persistent link: https://www.econbiz.de/10003931571
Saved in:
8
Conditional jump dynamics in stock market returns
Chan, Wing Hong
;
Maheu, John M.
- In:
Journal of business & economic statistics : JBES ; a …
20
(
2002
)
3
,
pp. 377-389
Persistent link: https://www.econbiz.de/10001695284
Saved in:
9
Volatility dynamics under duration-dependent mixing
Maheu, John M.
;
McCurdy, Thomas H.
- In:
Journal of empirical finance
7
(
2000
)
3/4
,
pp. 345-372
Persistent link: https://www.econbiz.de/10001558275
Saved in:
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