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~person:"Caporale, Guglielmo Maria"
~person:"Guo, Hui"
~person:"Schwert, George William"
~subject:"Prognoseverfahren"
~subject:"Share price"
~subject:"Time series analysis"
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Prognoseverfahren
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Caporale, Guglielmo Maria
Guo, Hui
Schwert, George William
Gupta, Rangan
126
Gil-Alaña, Luis A.
97
Stulz, René M.
48
Stock, James H.
42
Watson, Mark W.
42
Miller, Stephen M.
40
Koopman, Siem Jan
39
Diebold, Francis X.
37
Marcellino, Massimiliano
35
Wohar, Mark E.
34
Timmermann, Allan
33
Engle, Robert F.
32
Madura, Jeff
31
Baghestani, Hamid
30
Campbell, John Y.
30
Pierdzioch, Christian
29
Balcilar, Mehmet
27
McAleer, Michael
27
Wright, Jonathan H.
26
Hautsch, Nikolaus
25
Lettau, Martin
25
Franses, Philip Hans
24
Ravazzolo, Francesco
24
Rossi, Barbara
24
Ludvigson, Sydney C.
23
Siklos, Pierre L.
23
Cheung, Yin-Wong
22
Ghysels, Eric
22
Lanne, Markku
22
Pesaran, M. Hashem
22
Dijk, Herman K. van
21
Pástor, Ľuboš
21
Shleifer, Andrei
21
Swanson, Norman R.
21
Clements, Michael P.
20
Kilian, Lutz
20
Sarno, Lucio
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ECONIS (ZBW)
139
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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
Budget deficits and interest rates : Ricardian equivalence revisited
Caporale, Guglielmo Maria
;
Pittis, Nikitas
; …
-
1997
Persistent link: https://www.econbiz.de/10000962390
Saved in:
4
Multiple cyclical fractional structures in financial time series
Caporale, Guglielmo Maria
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003641950
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
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:
7
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:
8
The variability of IPO initial returns
Lowry, Michelle
(
contributor
);
Officer, Micah S.
(
contributor
)
-
2008
-
This draft: November 2008
Persistent link: https://www.econbiz.de/10003785021
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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