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~person:"Caporale, Guglielmo Maria"
~person:"Engle, Robert F."
~person:"Guo, Hui"
~person:"Schwert, George William"
~subject:"Estimation"
~subject:"Prognoseverfahren"
~subject:"Share price"
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Caporale, Guglielmo Maria
Engle, Robert F.
Guo, Hui
Schwert, George William
Gupta, Rangan
167
Gil-Alaña, Luis A.
86
Heckman, James J.
66
Stulz, René M.
64
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55
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47
Marcellino, Massimiliano
44
Timmermann, Allan
44
Koopman, Siem Jan
43
Hamermesh, Daniel S.
42
Campbell, John Y.
40
Diebold, Francis X.
40
Balcilar, Mehmet
38
Bloom, Nicholas
38
Kilian, Lutz
37
Madura, Jeff
37
McAleer, Michael
36
Pesaran, M. Hashem
36
Pierdzioch, Christian
36
Watson, Mark W.
35
Bahmani-Oskooee, Mohsen
34
Chinn, Menzie David
34
Shiller, Robert J.
34
Belke, Ansgar
33
Pástor, Ľuboš
33
Bollerslev, Tim
32
Rossi, Barbara
32
Siklos, Pierre L.
32
Baghestani, Hamid
31
Hautsch, Nikolaus
31
Ludvigson, Sydney C.
31
Neumark, David
31
Basu, Susanto
30
McGrattan, Ellen R.
30
Sarno, Lucio
30
Wright, Jonathan H.
30
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29
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ECONIS (ZBW)
194
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1
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:
2
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:
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
The econometrics of ultra-high frequency data
Engle, Robert F.
-
1996
Persistent link: https://www.econbiz.de/10000613076
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
Measuring, forecasting and explaining time varying liquidity in the stock market
Engle, Robert F.
;
Lange, Joe
-
1997
Persistent link: https://www.econbiz.de/10000637524
Saved in:
7
Option hedging using empirical pricing kernels
Rosenberg, Joshua V.
;
Engle, Robert F.
-
1997
Persistent link: https://www.econbiz.de/10000643460
Saved in:
8
Budget deficits and interest rates : Ricardian equivalence revisited
Caporale, Guglielmo Maria
;
Pittis, Nikitas
; …
-
1997
Persistent link: https://www.econbiz.de/10000962390
Saved in:
9
Understanding stock return predictability
Guo, Hui
(
contributor
);
Savickas, Robert
(
contributor
)
-
2006
-
Rev.
Persistent link: https://www.econbiz.de/10003739712
Saved in:
10
Modelling long-run trends and cycles in financial time series data
Caporale, Guglielmo Maria
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003739803
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