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~person:"Caporale, Guglielmo Maria"
~person:"Guo, Hui"
~person:"Lettau, Martin"
~person:"Schwert, George William"
~person:"Valente, Giorgio"
~subject:"Prognoseverfahren"
~subject:"Share price"
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Prognoseverfahren
Share price
USA
311
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311
Schätzung
136
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135
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87
Capital income
73
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73
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Caporale, Guglielmo Maria
Guo, Hui
Lettau, Martin
Schwert, George William
Valente, Giorgio
Gupta, Rangan
110
Stulz, René M.
48
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
Engle, Robert F.
24
Rossi, Barbara
24
Wright, Jonathan H.
23
Hautsch, Nikolaus
22
Ravazzolo, Francesco
22
Watson, Mark W.
22
Ludvigson, Sydney C.
21
Siklos, Pierre L.
21
Swanson, Norman R.
21
Sarno, Lucio
20
Hess, Dieter
19
Shleifer, Andrei
19
Stock, James H.
19
Ghysels, Eric
18
Hong, Harrison G.
18
Kilian, Lutz
18
McAleer, Michael
18
Clark, Todd E.
17
Clements, Michael P.
17
Irwin, Scott H.
17
Lakonishok, Josef
17
Pástor, Ľuboš
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ECONIS (ZBW)
117
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1
Indexes of United States stock prices from 1802 to 1987
Schwert, George William
-
1989
Persistent link: https://www.econbiz.de/10000769012
Saved in:
2
Stock market volatility : ten years after the crash
Schwert, George William
-
1998
Persistent link: https://www.econbiz.de/10000655412
Saved in:
3
Stock volatility and the crash of '87
Schwert, George William
Persistent link: https://www.econbiz.de/10001274917
Saved in:
4
Consumption, aggregate wealth and expected stock returns
Lettau, Martin
;
Ludvigson, Sydney C.
-
1999
Persistent link: https://www.econbiz.de/10001398353
Saved in:
5
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:
6
Dispersion and volatility in stock returns : an empirical investigation
Campbell, John Y.
;
Lettau, Martin
-
1999
Persistent link: https://www.econbiz.de/10001390215
Saved in:
7
Testing for covariance stationarity in stock market data
Pagan, Adrian R.
- In:
Economics letters
33
(
1990
)
2
,
pp. 165-170
Persistent link: https://www.econbiz.de/10001088170
Saved in:
8
Stock market volatility
Schwert, George William
- In:
Financial analysts' journal : FAJ
46
(
1990
)
3
,
pp. 23-34
Persistent link: https://www.econbiz.de/10001089639
Saved in:
9
Margin requirements and stock volatility
Schwert, George William
- In:
Journal of financial services research : JFSR
3
(
1989
)
2
,
pp. 153-164
Persistent link: https://www.econbiz.de/10001092932
Saved in:
10
Symposium on market microstructure : focus on Nasdaq
Schwert, George William
(
contributor
)
- In:
Journal of financial economics
45
(
1997
)
1
Persistent link: https://www.econbiz.de/10001224765
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