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~person:"Akgiray, Vedat"
~person:"Taylor, Stephen"
~subject:"Share price"
~subject:"Theory"
~subject:"USA"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Conference paper"
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Share price
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USA
Capital income
5
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5
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5
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5
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3
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Akgiray, Vedat
Taylor, Stephen
Fabozzi, Frank J.
19
Nadarajah, Saralees
17
Bai, Jushan
14
Landsman, Zinoviy
14
Račev, Svetlozar T.
14
Marcellino, Massimiliano
13
Ciecka, James E.
11
Gómez-Déniz, Emilio
11
Härdle, Wolfgang
11
Natarajan, Karthik
11
Phillips, Peter C. B.
11
Cheung, Eric C. K.
10
Constantinescu, Corina
10
Furman, Edward
10
Kapetanios, George
10
Karni, Edi
10
Koopman, Siem Jan
10
Sarabia Alzaga, José Maria
10
Taylor, James W.
10
Calderín-Ojeda, Enrique
9
Clements, Michael P.
9
Cossette, Hélène
9
Gallant, A. Ronald
9
Lucas, André
9
Ng, Serena
9
Ruiz, Esther
9
Skoog, Gary R.
9
Wang, Ruodu
9
Kim, Young Shin
8
Mandjes, Michel
8
Ravazzolo, Francesco
8
Su, Jianxi
8
Willmot, Gordon E.
8
Bickel, J. Eric
7
Chinhamu, Knowledge
7
Geweke, John
7
González-Val, Rafael
7
Kotz, Samuel
7
Lefevre, Claude
7
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
International journal of forecasting
1
Journal of banking & finance
1
Journal of economics
1
The journal of derivatives : the official publication of the International Association of Financial Engineers
1
The journal of financial research
1
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ECONIS (ZBW)
7
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1
Comments on "A multi-horizon comparison of density forecasts for the S&P 500 using index returns and option prices"
Carnero, M. Angeles
- In:
International journal of forecasting
28
(
2012
)
1
,
pp. 36-38
Persistent link: https://www.econbiz.de/10009580803
Saved in:
2
A multi-horizon comparison of density forecasts for the S&P 500 using index returns and option prices
Shackleton, Mark B.
;
Taylor, Stephen
;
Yu, Peng
- In:
Journal of banking & finance
34
(
2010
)
11
,
pp. 2678-2693
Persistent link: https://www.econbiz.de/10008858849
Saved in:
3
Cross-sectional analysis of risk-neutral skewness
Taylor, Stephen
;
Yadav, Pradeep
;
Zhang, Yuanyuan
- In:
The journal of derivatives : the official publication …
16
(
2008/09
)
4
,
pp. 38-52
Persistent link: https://www.econbiz.de/10003862759
Saved in:
4
Statistical models of German stock returns
Akgiray, Vedat
- In:
Journal of economics
50
(
1989
)
1
,
pp. 17-33
Persistent link: https://www.econbiz.de/10001080173
Saved in:
5
Estimation of stable-law parameters : a comparative study
Akgiray, Vedat
- In:
Journal of business & economic statistics : JBES ; a …
7
(
1989
)
1
,
pp. 85-93
Persistent link: https://www.econbiz.de/10001090240
Saved in:
6
The stable-law model of stock returns
Akgiray, Vedat
- In:
Journal of business & economic statistics : JBES ; a …
6
(
1988
)
1
,
pp. 51-57
Persistent link: https://www.econbiz.de/10001044771
Saved in:
7
Compound distribution models of stock returns : an empirical comparison
Akgiray, Vedat
- In:
The journal of financial research
10
(
1987
)
3
,
pp. 269-280
Persistent link: https://www.econbiz.de/10001078526
Saved in:
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