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~person:"Caporale, Guglielmo Maria"
~person:"Engle, Robert F."
~person:"Guo, Hui"
~person:"Schwert, George William"
~person:"Stulz, René M."
~subject:"Prognoseverfahren"
~subject:"Share price"
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Prognoseverfahren
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Caporale, Guglielmo Maria
Engle, Robert F.
Guo, Hui
Schwert, George William
Stulz, René M.
Gupta, Rangan
111
Marcellino, Massimiliano
32
Madura, Jeff
31
Miller, Stephen M.
31
Timmermann, Allan
31
Wohar, Mark E.
29
Baghestani, Hamid
28
Campbell, John Y.
28
Pierdzioch, Christian
28
Gil-Alaña, Luis A.
26
Balcilar, Mehmet
25
Diebold, Francis X.
25
Lettau, Martin
24
Rossi, Barbara
24
Wright, Jonathan H.
23
Hautsch, Nikolaus
22
Ravazzolo, Francesco
22
Watson, Mark W.
22
Ludvigson, Sydney C.
21
Shleifer, Andrei
21
Siklos, Pierre L.
21
Swanson, Norman R.
21
Sarno, Lucio
20
Hess, Dieter
19
Stock, James H.
19
Ghysels, Eric
18
Hong, Harrison G.
18
Irwin, Scott H.
18
Kilian, Lutz
18
McAleer, Michael
18
Clark, Todd E.
17
Clements, Michael P.
17
Lakonishok, Josef
17
Pástor, Ľuboš
17
Valente, Giorgio
17
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ECONIS (ZBW)
148
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1
Global financial markets and the risk premium on US equity
Chan, K. C.
;
Karolyi, G. Andrew
;
Stulz, René M.
-
1992
Persistent link: https://www.econbiz.de/10000136680
Saved in:
2
Do bulls and bears move across borders? : international transmission of stock returns and volatility as the world turns
Lin, Wen-ling Tsai
;
Engle, Robert F.
;
Itō, Takatoshi
-
1991
Persistent link: https://www.econbiz.de/10000827421
Saved in:
3
Indexes of United States stock prices from 1802 to 1987
Schwert, George William
-
1989
Persistent link: https://www.econbiz.de/10000769012
Saved in:
4
Measuring risk aversion from exess returns on a stock index
Chou, Ray Yeutien
;
Engle, Robert F.
;
Kane, Alex
-
1991
Persistent link: https://www.econbiz.de/10000811503
Saved in:
5
Stock market volatility : ten years after the crash
Schwert, George William
-
1998
Persistent link: https://www.econbiz.de/10000655412
Saved in:
6
The econometrics of ultra-high frequency data
Engle, Robert F.
-
1996
Persistent link: https://www.econbiz.de/10000613076
Saved in:
7
The underreaction hypothesis and the new issue puzzle : evidence from Japan
Kang, Jun-koo
;
Kim, Yong-cheol
;
Stulz, René M.
-
1996
Persistent link: https://www.econbiz.de/10000613874
Saved in:
8
Stock volatility and the crash of '87
Schwert, George William
Persistent link: https://www.econbiz.de/10001274917
Saved in:
9
Alternative models for conditional stock volatility
Pagan, Adrian R.
- In:
Journal of econometrics
45
(
1990
)
1
,
pp. 267-290
Persistent link: https://www.econbiz.de/10001332072
Saved in:
10
Time and the price impact of a trade
Dufour, Alfonso
;
Engle, Robert F.
-
1999
Persistent link: https://www.econbiz.de/10001395161
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