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~person:"Guo, Hui"
~person:"Schwert, George William"
~subject:"Capital income"
~subject:"Forecasting model"
~subject:"Prognoseverfahren"
~subject:"Share price"
~subject:"Zins"
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Capital income
Forecasting model
Prognoseverfahren
Share price
Zins
USA
70
United States
70
Kapitaleinkommen
34
Börsenkurs
29
CAPM
22
Aktienmarkt
21
Stock market
21
Volatility
21
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21
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11
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7
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1952-2002
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English
57
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Guo, Hui
Schwert, George William
Gupta, Rangan
126
Caporale, Guglielmo Maria
62
Stulz, René M.
53
Campbell, John Y.
52
Gil-Alaña, Luis A.
46
Diebold, Francis X.
43
Timmermann, Allan
43
Miller, Stephen M.
42
Madura, Jeff
36
Lakonishok, Josef
33
Marcellino, Massimiliano
33
Wohar, Mark E.
33
Engle, Robert F.
32
Ludvigson, Sydney C.
32
Cebula, Richard J.
30
McGrattan, Ellen R.
30
Wright, Jonathan H.
30
Baghestani, Hamid
29
Pierdzioch, Christian
29
Poterba, James M.
29
Ang, Andrew
28
Balcilar, Mehmet
28
Lettau, Martin
28
Pástor, Ľuboš
28
Ravazzolo, Francesco
28
McAleer, Michael
27
Titman, Sheridan
27
Warnock, Francis E.
27
Bali, Turan G.
26
Fama, Eugene F.
26
Swanson, Norman R.
26
Prescott, Edward C.
25
Sarno, Lucio
25
Thornton, Daniel L.
25
Goetzmann, William N.
24
Guidolin, Massimo
24
Lanne, Markku
24
Rossi, Barbara
24
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8
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3
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3
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2
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2
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1
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1
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1
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1
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1
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National Bureau of Economic Research Conference: Stock Market Volatility and the Crash : Dorado Beach, March 16 - 18, 1989
1
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Simon Business School Working Paper
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1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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ECONIS (ZBW)
57
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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
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:
5
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:
6
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:
7
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:
8
Stock returns and real activity : a century of evidence
Schwert, George William
- In:
The journal of finance : the journal of the American …
45
(
1990
)
4
,
pp. 1237-1257
Persistent link: https://www.econbiz.de/10001098065
Saved in:
9
Heteroskedasticity in stock returns
Schwert, George William
- In:
The journal of finance : the journal of the American …
45
(
1990
)
4
,
pp. 1129-1155
Persistent link: https://www.econbiz.de/10001098069
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
Saved in:
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