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person:"Lakonishok, Josef"
~person:"Timmermann, Allan"
~subject:"Schätzung"
~subject:"Theorie"
~subject:"United States"
~subject:"Volatility"
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Schätzung
Theorie
United States
Volatility
Capital income
122
Kapitaleinkommen
122
Theory
52
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39
Börsenkurs
38
Share price
38
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Lakonishok, Josef
Timmermann, Allan
Gupta, Rangan
141
Zaremba, Adam
93
Diebold, Francis X.
88
Caporale, Guglielmo Maria
87
Campbell, John Y.
80
Bollerslev, Tim
79
Stambaugh, Robert F.
73
McMillan, David G.
67
Harvey, Campbell R.
62
Bali, Turan G.
59
Bekaert, Geert
59
Pierdzioch, Christian
57
McAleer, Michael
55
Guidolin, Massimo
49
Wohar, Mark E.
48
Bebchuk, Lucian A.
47
Ang, Andrew
46
Bouri, Elie
46
Peri, Giovanni
46
Edmans, Alex
44
Pesaran, M. Hashem
44
Zhou, Guofu
44
Acemoglu, Daron
43
Gil-Alaña, Luis A.
43
Heckman, James J.
42
Lux, Thomas
41
Engle, Robert F.
40
Ferson, Wayne E.
40
Gabaix, Xavier
40
Bohl, Martin T.
38
Titman, Sheridan
38
Wang, Yudong
37
Andersen, Torben
36
Cakici, Nusret
36
Guo, Hui
36
Ma, Feng
36
Poterba, James M.
36
Goetzmann, William N.
35
Borghans, Lex
34
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National Bureau of Economic Research
5
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3
Birkbeck College / Department of Economics
2
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1
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The journal of finance : the journal of the American Finance Association
8
Discussion paper / Department of Economics, University of California San Diego
7
Working paper / National Bureau of Economic Research, Inc.
6
Journal of financial economics
5
NBER working paper series
5
Discussion paper series / LSE Financial Markets Group
4
International journal of forecasting
4
The review of financial studies
4
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3
Journal of financial and quantitative analysis : JFQA
3
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3
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3
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3
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2
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2
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2
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2
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2
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2
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1
Economic policy : a European forum
1
Economics letters
1
Financial accounting and investment management ; Vol. I
1
Forecasting volatility in the financial markets
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1
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Intangible assets : values, measures, and risks
1
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1
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1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
The Manchester School
1
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The quarterly journal of economics
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ECONIS (ZBW)
92
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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
Relative performance evaluation contracts and asset market equilibrium
Kapur, Sandeep
(
contributor
);
Timmermann, Allan
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10002828446
Saved in:
3
Relative performance evaluation contracts and asset market equilibrium
Kapur, Sandeep
;
Timmermann, Allan
-
2003
Persistent link: https://www.econbiz.de/10001797255
Saved in:
4
Relative performance evaluation contracts and asset market equilibrium
Kapur, Sandeep
;
Timmermann, Allan
- In:
The economic journal : the journal of the Royal …
115
(
2005
)
506
,
pp. 1077-1102
Persistent link: https://www.econbiz.de/10003181278
Saved in:
5
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:
6
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:
7
Forecasting stock returns
Pesaran, M. Hashem
;
Timmermann, Allan
-
1992
Persistent link: https://www.econbiz.de/10000137149
Saved in:
8
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:
9
Data-snooping, technical trading rule performance, and the bootstrap
Sullivan, Ryan
;
Timmermann, Allan
;
White, Halbert
-
1997
Persistent link: https://www.econbiz.de/10000978185
Saved in:
10
Dangers of data-driven inference : the case of calendar effects in stock returns
Sullivan, Ryan
;
Timmermann, Allan
;
White, Halbert
-
1998
Persistent link: https://www.econbiz.de/10000988757
Saved in:
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