//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~person:"Lo, Andrew W."
~subject:"Japan"
~subject:"Theorie"
~type_genre:"Article in journal"
~type_genre:"Book section"
~type_genre:"Conference proceedings"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
An autoregressive index model...
Similar by subject
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Japan
Theorie
USA
30
United States
30
Theory
17
Estimation
9
Schätzung
9
Börsenkurs
7
Share price
7
CAPM
6
Portfolio selection
6
Portfolio-Management
6
Capital income
5
Financial crisis
5
Finanzkrise
5
Handelsvolumen der Börse
5
Hedge fund
5
Hedgefonds
5
Kapitaleinkommen
5
Trading volume
5
1962-1996
4
Financial market regulation
4
Finanzmarktregulierung
4
Dynamic equilibrium
3
Dynamisches Gleichgewicht
3
Hedging
3
Systemic risk
3
Systemrisiko
3
1962-1987
2
Derivat
2
Derivative
2
Deutschland
2
Estimation theory
2
Germany
2
Großbritannien
2
Investment Fund
2
Investmentfonds
2
Macroeconometrics
2
Makroökonometrie
2
Market microstructure
2
Marktmikrostruktur
2
more ...
less ...
Online availability
All
Free
2
Type of publication
All
Article
16
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
Book section
Conference proceedings
Aufsatz in Zeitschrift
15
Graue Literatur
10
Non-commercial literature
10
Arbeitspapier
9
Working Paper
9
Lehrbuch
2
Textbook
2
Aufsatz im Buch
1
Collection of articles of several authors
1
Konferenzschrift
1
Sammelwerk
1
more ...
less ...
Language
All
English
17
Author
All
Lo, Andrew W.
Heckman, James J.
30
Jorgenson, Dale Weldeau
29
Auerbach, Alan J.
25
Itō, Takatoshi
23
Hall, Robert Ernest
22
Hamori, Shigeyuki
22
Chavas, Jean-Paul
21
Gil-Alaña, Luis A.
20
Uri, Noel Dean
20
Artus, Patrick
19
Christiano, Lawrence J.
19
Diebold, Francis X.
19
Glaeser, Edward L.
19
Semmler, Willi
19
Stock, James H.
19
Audretsch, David B.
18
Caporale, Guglielmo Maria
18
Wohar, Mark E.
18
Cutler, David M.
17
Kotlikoff, Laurence J.
17
Morrison, Catherine J.
17
Poterba, James M.
17
Prescott, Edward C.
17
Stein, Jeremy C.
17
Wu, Chunchi
17
Acemoglu, Daron
16
Engle, Robert F.
16
Ferson, Wayne E.
16
Hendry, David F.
16
MacDonald, Ronald
16
Serletis, Apostolos
16
Watson, Mark W.
16
Attanasio, Orazio P.
15
Barnett, William A.
15
Blinder, Alan S.
15
Eichenbaum, Martin S.
15
Fabozzi, Frank J.
15
Gupta, Rangan
15
Hubbard, R. Glenn
15
more ...
less ...
Institution
All
National Bureau of Economic Research
1
Published in...
All
Journal of financial economics
3
The journal of finance : the journal of the American Finance Association
3
The review of financial studies
3
A National Bureau of Economic Research conference report
1
Advances in economics and econometrics ; Vol. 2
1
Annual review of financial economics
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
Macroeconomic dynamics
1
Proceedings of the Conference Risks Involving Derivatives and Other New Financial Instruments
1
more ...
less ...
Source
All
ECONIS (ZBW)
17
Showing
1
-
10
of
17
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Macroeconomic models for monetary policy : a critical review from a finance perspective
Dou, Winston Wei
;
Lo, Andrew W.
;
Muley, Ameya
;
Uhlig, Harald
- In:
Annual review of financial economics
12
(
2020
),
pp. 95-140
Persistent link: https://www.econbiz.de/10012404623
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
Foundations of technical analysis : computational algorithms, statistical inference, and empirical implementation
Lo, Andrew W.
;
Mamaysky, Harry
;
Wang, Jiang
- In:
The journal of finance : the journal of the American …
55
(
2000
)
4
,
pp. 1705-1765
Persistent link: https://www.econbiz.de/10001505429
Saved in:
10
Trading volume : definitions, data analysis, and implications of portfolio theory
Lo, Andrew W.
;
Wang, Jiang
- In:
The review of financial studies
13
(
2000
)
2
,
pp. 257-300
Persistent link: https://www.econbiz.de/10001485494
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->