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person:"Lakonishok, Josef"
~person:"Engle, Robert F."
~person:"Timmermann, Allan"
~subject:"Schätzung"
~subject:"United States"
~subject:"Volatility"
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Schätzung
United States
Volatility
Capital income
170
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170
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75
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75
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Lakonishok, Josef
Engle, Robert F.
Timmermann, Allan
Gupta, Rangan
136
Zaremba, Adam
85
Bollerslev, Tim
79
Caporale, Guglielmo Maria
77
Diebold, Francis X.
70
McMillan, David G.
65
Campbell, John Y.
61
McAleer, Michael
55
Pierdzioch, Christian
55
Bekaert, Geert
53
Bali, Turan G.
50
Bouri, Elie
44
Stambaugh, Robert F.
44
Wohar, Mark E.
43
Peri, Giovanni
42
Bohl, Martin T.
38
Ang, Andrew
37
Andersen, Torben
36
Gil-Alaña, Luis A.
36
Harvey, Campbell R.
36
Bebchuk, Lucian A.
35
Ma, Feng
35
Fitzenberger, Bernd
34
Guidolin, Massimo
34
Guo, Hui
33
Wang, Yudong
33
Cakici, Nusret
30
Goetzmann, William N.
30
Heckman, James J.
30
Lux, Thomas
30
Todorov, Viktor
30
Zhou, Guofu
30
Chiang, Thomas C.
29
Narayan, Paresh Kumar
29
Pesaran, M. Hashem
29
Rycx, François
29
Tiwari, Aviral Kumar
29
Hanushek, Eric Alan
28
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10
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6
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6
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ECONIS (ZBW)
105
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1
Corporate governance through the proxy contest : evidence and implications
Ikenberry, David
- In:
The journal of business : B
66
(
1993
)
3
,
pp. 405-435
Persistent link: https://www.econbiz.de/10001147958
Saved in:
2
Fitting the moments : a comparison of arch and regime switching models for daily stock returns
Sola, Martin
;
Timmermann, Allan
-
1994
Persistent link: https://www.econbiz.de/10000147717
Saved in:
3
The use of recursive model selection strategies in forecasting stock returns
Pesaran, M. Hashem
;
Timmermann, Allan
-
1994
Persistent link: https://www.econbiz.de/10000147745
Saved in:
4
Forecasting stock returns
Pesaran, M. Hashem
;
Timmermann, Allan
-
1992
Persistent link: https://www.econbiz.de/10000137149
Saved in:
5
Long run volatility forecasting for individual stocks in a one factor model
Engle, Robert F.
;
Lee, Gary G. J.
-
1993
Persistent link: https://www.econbiz.de/10000877958
Saved in:
6
A permanent and transitory component model of stock return volatility
Engle, Robert F.
;
Lee, Gary G. J.
-
1993
-
[Rev.]
Persistent link: https://www.econbiz.de/10000877975
Saved in:
7
On business cycle variation in the mean, volatility and conditional distribution of stock returns
Pérez-Quirós, Gabriel
;
Timmermann, Allan
-
1996
Persistent link: https://www.econbiz.de/10000939555
Saved in:
8
Hourly volatility spillovers between international equity markets
Susmel, Raul
;
Engle, Robert F.
-
1992
Persistent link: https://www.econbiz.de/10000841632
Saved in:
9
A permanent and transitory component model of stock return volatality
Engle, Robert F.
;
Lee, Gary G. J.
-
1992
Persistent link: https://www.econbiz.de/10000853573
Saved in:
10
Data-snooping, technical trading rule performance, and the bootstrap
Sullivan, Ryan
;
Timmermann, Allan
;
White, Halbert
-
1997
Persistent link: https://www.econbiz.de/10000978185
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