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~person:"Caporale, Guglielmo Maria"
~person:"Guo, Hui"
~person:"Rossi, Barbara"
~person:"Watson, Mark W."
~subject:"Prognoseverfahren"
~subject:"Share price"
~subject:"Structural break"
~subject:"United Kingdom"
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Caporale, Guglielmo Maria
Guo, Hui
Rossi, Barbara
Watson, Mark W.
Gupta, Rangan
125
Gil-Alaña, Luis A.
77
Smith, James P.
53
Stulz, René M.
48
Banks, James
46
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42
Miller, Stephen M.
42
Wohar, Mark E.
40
Timmermann, Allan
36
Balcilar, Mehmet
35
Campbell, John Y.
35
Siklos, Pierre L.
35
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34
Diebold, Francis X.
34
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34
Pierdzioch, Christian
34
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33
Marcellino, Massimiliano
32
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28
Sarno, Lucio
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Shleifer, Andrei
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Bekaert, Geert
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McAleer, Michael
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27
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25
Lettau, Martin
25
Pesaran, M. Hashem
25
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24
Ravazzolo, Francesco
24
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23
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23
Pástor, Ľuboš
23
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22
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22
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22
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1
Modelling the US economy
Caporale, Guglielmo Maria
(
contributor
)
-
1997
Persistent link: https://www.econbiz.de/10000619827
Saved in:
2
Wage differentials, employment, and globalisation : evidence from an international panel
Caporale, Guglielmo Maria
;
Haq, Mohammad
-
1998
Persistent link: https://www.econbiz.de/10000681378
Saved in:
3
A comparison of linear and nonlinear univariate models for forcasting macroeconomic time series
Stock, James H.
;
Watson, Mark W.
-
1998
Persistent link: https://www.econbiz.de/10000671211
Saved in:
4
Diffusion indexes
Stock, James H.
;
Watson, Mark W.
-
1998
Persistent link: https://www.econbiz.de/10000674170
Saved in:
5
Understanding stock return predictability
Guo, Hui
(
contributor
);
Savickas, Robert
(
contributor
)
-
2006
-
Rev.
Persistent link: https://www.econbiz.de/10003739712
Saved in:
6
Multiple shift and fractional integration in the US and UK unemployment rates
Caporale, Guglielmo Maria
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003739796
Saved in:
7
Modelling long-run trends and cycles in financial time series data
Caporale, Guglielmo Maria
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003739803
Saved in:
8
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:
9
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:
10
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
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