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~person:"Caporale, Guglielmo Maria"
~person:"Guo, Hui"
~person:"Schwert, George William"
~subject:"Einheitswurzeltest"
~subject:"Prognoseverfahren"
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Einheitswurzeltest
Prognoseverfahren
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249
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Caporale, Guglielmo Maria
Guo, Hui
Schwert, George William
Gupta, Rangan
84
Gil-Alaña, Luis A.
29
Baghestani, Hamid
28
Marcellino, Massimiliano
27
Diebold, Francis X.
25
Pierdzioch, Christian
24
Rossi, Barbara
24
Watson, Mark W.
23
Balcilar, Mehmet
21
Ravazzolo, Francesco
21
Timmermann, Allan
21
Swanson, Norman R.
20
Miller, Stephen M.
19
Stock, James H.
19
Clark, Todd E.
17
Clements, Michael P.
16
Kilian, Lutz
16
Ghysels, Eric
15
McCracken, Michael W.
15
Sarno, Lucio
15
Wright, Jonathan H.
15
Wohar, Mark E.
14
Audrino, Francesco
13
Chinn, Menzie David
13
Giacomini, Raffaella
13
Irwin, Scott H.
13
Koopman, Siem Jan
13
Salisu, Afees A.
13
Stekler, Herman O.
13
Giannone, Domenico
12
Lahiri, Kajal
12
Sekhposyan, Tatevik
12
Croushore, Dean Darrell
11
Granger, C. W. J.
11
Pesaran, M. Hashem
11
Siliverstovs, Boriss
11
Valente, Giorgio
11
Österholm, Pär
11
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2
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2
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Advances in quantitative analysis of finance and accounting : a research annual
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ECONIS (ZBW)
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Testing for unit and fractional orders of integration in the trend and seasonal components of US monetary aggregates
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Empirica : journal of european economics
35
(
2008
)
3
,
pp. 241-253
Persistent link: https://www.econbiz.de/10003726470
Saved in:
2
Understanding stock return predictability
Guo, Hui
(
contributor
);
Savickas, Robert
(
contributor
)
-
2006
-
Rev.
Persistent link: https://www.econbiz.de/10003739712
Saved in:
3
Persistence in US interest rates : is it stable over time?
Caporale, Guglielmo Maria
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003739798
Saved in:
4
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:
5
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:
6
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:
7
Market timing with aggregate and idiosyncratic stock volatilities
Guo, Hui
(
contributor
);
Higbee, Jason
(
contributor
)
-
2005
-
rev.
Persistent link: https://www.econbiz.de/10003344908
Saved in:
8
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:
9
Testing for deterministic and stochastic cycles in macroeconomic time series
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Empirica : journal of european economics
34
(
2007
)
2
,
pp. 155-169
Persistent link: https://www.econbiz.de/10003441948
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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