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~person:"Campbell, John Y."
~person:"Caporale, Guglielmo Maria"
~person:"Guo, Hui"
~person:"Watson, Mark W."
~subject:"Prognoseverfahren"
~subject:"Share price"
~subject:"Structural break"
~subject:"United Kingdom"
~type_genre:"Aufsatz in Zeitschrift"
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Prognoseverfahren
Share price
Structural break
United Kingdom
USA
143
United States
143
Estimation
41
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41
Theorie
36
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36
Time series analysis
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Aufsatz in Zeitschrift
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Campbell, John Y.
Caporale, Guglielmo Maria
Guo, Hui
Watson, Mark W.
Gupta, Rangan
80
Gil-Alaña, Luis A.
35
Madura, Jeff
34
Wohar, Mark E.
31
Baghestani, Hamid
28
Kanas, Angelos
20
Balcilar, Mehmet
19
Pierdzioch, Christian
19
Apergēs, Nikolaos
17
Irwin, Scott H.
16
Peel, David
16
Sarno, Lucio
16
Stulz, René M.
16
MacDonald, Ronald
15
Wu, Chunchi
15
Hamori, Shigeyuki
14
Shleifer, Andrei
14
Taylor, Mark P.
14
Whaley, Robert E.
14
Akhigbe, Aigbe O.
13
Bekaert, Geert
13
Engle, Robert F.
13
Jegadeesh, Narasimhan
13
Lakonishok, Josef
13
Miller, Stephen M.
13
Salisu, Afees A.
13
Schwert, George William
13
Siklos, Pierre L.
13
Broadberry, Stephen N.
12
Cuñado Eizaguirre, Juncal
12
Lee, Bong-soo
12
O'Mahony, Mary
12
Stekler, Herman O.
12
Clements, Michael P.
11
Diebold, Francis X.
11
Hammoudeh, Shawkat
11
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11
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Journal of financial economics
3
NBER macroeconomics annual
3
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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3
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2
International journal of finance & economics : IJFE
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Cogent economics & finance
1
Economic inquiry : journal of the Western Economic Association International
1
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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International advances in economic research
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Journal of econometrics
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Review of asset pricing studies
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Review of financial economics : RFE
1
Spanish economic review : SER
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The Canadian journal of economics
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The Manchester School
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1
Average idiosyncratic volatility in G7 countries
Guo, Hui
;
Savickas, Robert
- In:
The review of financial studies
21
(
2008
)
3
,
pp. 1259-1296
Persistent link: https://www.econbiz.de/10003742243
Saved in:
2
Predicting excess stock returns out of sample : can anything beat the historical average?
Campbell, John Y.
;
Thompson, Samuel B.
- In:
The review of financial studies
21
(
2008
)
4
,
pp. 1509-1531
Persistent link: https://www.econbiz.de/10003765303
Saved in:
3
Idiosyncratic volatility, stock market volatility, and expected stock returns
Guo, Hui
;
Savickas, Robert
- In:
Journal of business & economic statistics : JBES ; a …
24
(
2006
)
1
,
pp. 43-56
Persistent link: https://www.econbiz.de/10003279769
Saved in:
4
Time-varying risk premia and the cross section of stock returns
Guo, Hui
- In:
Journal of banking & finance
30
(
2006
)
7
,
pp. 2087-2107
Persistent link: https://www.econbiz.de/10003339524
Saved in:
5
Efficient tests of stock return predictability
Campbell, John Y.
;
Yogo, Motohiro
- In:
Journal of financial economics
81
(
2006
)
1
,
pp. 27-60
Persistent link: https://www.econbiz.de/10003340663
Saved in:
6
Data revisions and out-of-sample stock return predictability
Guo, Hui
- In:
Economic inquiry : journal of the Western Economic …
47
(
2009
)
1
,
pp. 81-97
Persistent link: https://www.econbiz.de/10003821068
Saved in:
7
Understanding inflation-indexed bond markets
Campbell, John Y.
;
Shiller, Robert J.
;
Viceira, Luis M.
- In:
Brookings papers on economic activity : BPEA
(
2009
)
1
,
pp. 79-138
Persistent link: https://www.econbiz.de/10003890379
Saved in:
8
A comparison of direct and iterated multistep AR methods for forecasting macroeconomic time series
Marcellino, Massimiliano
;
Stock, James H.
;
Watson, Mark W.
- In:
Journal of econometrics
135
(
2006
)
1/2
,
pp. 499-526
Persistent link: https://www.econbiz.de/10003376109
Saved in:
9
Multiple shifts and fractional integration in the US and UK unemployment rates
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Journal of economics and finance
33
(
2009
)
4
,
pp. 364-375
Persistent link: https://www.econbiz.de/10003933763
Saved in:
10
Relation between time-series and cross-sectional effects of idiosyncratic variance on stock returns
Guo, Hui
;
Savickas, Robert
- In:
Journal of banking & finance
34
(
2010
)
7
,
pp. 1637-1649
Persistent link: https://www.econbiz.de/10008649421
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