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~person:"Lo, Andrew W."
~subject:"Dynamisches Gleichgewicht"
~subject:"United States"
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Dynamisches Gleichgewicht
United States
Theorie
117
Theory
116
Portfolio selection
34
Portfolio-Management
34
USA
29
Börsenkurs
25
Share price
25
Estimation
24
Schätzung
24
CAPM
21
Capital income
17
Kapitaleinkommen
17
Handelsvolumen der Börse
12
Time series analysis
12
Trading volume
12
Transaction costs
12
Transaktionskosten
12
Zeitreihenanalyse
12
Financial market
10
Finanzmarkt
10
Hedging
10
Ökonometrie
10
Dynamic equilibrium
9
Econometrics
9
Efficient market hypothesis
8
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8
Securities trading
8
Wertpapierhandel
8
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Stichprobenerhebung
7
Arzneimittel
6
Forecasting model
6
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6
Marktmikrostruktur
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6
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35
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Lo, Andrew W.
Schorfheide, Frank
92
Christiano, Lawrence J.
73
Heckman, James J.
72
Acemoglu, Daron
62
Mankiw, Nicholas Gregory
54
Fabozzi, Frank J.
47
Fernández-Villaverde, Jesús
47
Hall, Robert Ernest
45
Diebold, Francis X.
44
Glaeser, Edward L.
44
Eichenbaum, Martin S.
42
Snower, Dennis J.
42
Zha, Tao
42
Rubio-Ramírez, Juan Francisco
41
Greenwood, Jeremy
39
Fisher, Jonas D. M.
38
Mishkin, Frederic S.
38
Pesaran, M. Hashem
38
Basu, Susanto
37
Caporale, Guglielmo Maria
37
Auerbach, Alan J.
36
Lindé, Jesper
36
Minford, Patrick
36
Del Negro, Marco
35
Schmitt-Grohé, Stephanie
35
Erceg, Christopher J.
34
Gil-Alaña, Luis A.
34
Heer, Burkhard
34
Kehoe, Patrick J.
34
Reis, Ricardo
34
Stiglitz, Joseph E.
34
Stock, James H.
34
Caballero, Ricardo J.
33
Cutler, David M.
33
Bianchi, Francesco
32
Artus, Patrick
31
McGrattan, Ellen R.
31
Campbell, John Y.
30
Gertler, Mark
30
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Working paper / National Bureau of Economic Research, Inc.
7
Journal of financial economics
3
The journal of finance : the journal of the American Finance Association
3
The review of financial studies
3
Annual review of financial economics
2
Working papers / Rodney L. White Center for Financial Research
2
A National Bureau of Economic Research conference report
1
Advances in economics and econometrics ; Vol. 2
1
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1
Computation and estimation in finance and economics
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Economic notes : economic review of Banca Monte dei Paschi di Siena
1
Journal of financial and quantitative analysis : JFQA
1
Journal of political economy
1
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1
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Proceedings of the Conference Risks Involving Derivatives and Other New Financial Instruments
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ECONIS (ZBW)
35
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1
Econometric models of limit-order executions
Lo, Andrew W.
;
MacKinlay, Archie Craig
;
Zhang, June
-
1999
Persistent link: https://www.econbiz.de/10001408440
Saved in:
2
Maximizing predictability in the stock and bond markets
Lo, Andrew W.
- In:
Macroeconomic dynamics
1
(
1997
)
1
,
pp. 102-134
Persistent link: https://www.econbiz.de/10001337437
Saved in:
3
Fat tails, long memory, and the stock market since the 1960's
Lo, Andrew W.
- In:
Economic notes : economic review of Banca Monte dei …
26
(
1997
)
2
,
pp. 213-246
Persistent link: https://www.econbiz.de/10001337764
Saved in:
4
An ordered probit analysis of transaction stock prices
Hausman, Jerry A.
- In:
Journal of financial economics
31
(
1992
)
3
,
pp. 319-379
Persistent link: https://www.econbiz.de/10001131965
Saved in:
5
Stock market prices do not follow random walks : evidence from a simple specification test
Lo, Andrew W.
- In:
The review of financial studies
1
(
1988
)
1
,
pp. 41-66
Persistent link: https://www.econbiz.de/10001100400
Saved in:
6
When are contrarian profits due to stock market overreaction?
Lo, Andrew W.
- In:
The review of financial studies
3
(
1990
)
2
,
pp. 175-205
Persistent link: https://www.econbiz.de/10001105905
Saved in:
7
Long-term memory in stock market prices
Lo, Andrew W.
- In:
Econometrica : journal of the Econometric Society, an …
59
(
1991
)
5
,
pp. 1279-1313
Persistent link: https://www.econbiz.de/10001113285
Saved in:
8
Nonparametric estimation of state-price densities implicit in financial asset prices
Aït-Sahalia, Yacine
- In:
The journal of finance : the journal of the American …
53
(
1998
)
2
,
pp. 499-547
Persistent link: https://www.econbiz.de/10001238271
Saved in:
9
Macro-finance models with nonlinear dynamics
Dou, Winston Wei
;
Fang, Xiang
;
Lo, Andrew W.
;
Uhling, Harald
-
2019
Persistent link: https://www.econbiz.de/10012168968
Saved in:
10
Asset prices and trading volume under fixed transactions costs
Lo, Andrew W.
;
Mamaysky, Harry
;
Wang, Jiang
-
2001
Persistent link: https://www.econbiz.de/10001585169
Saved in:
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