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~person:"McCurdy, Thomas H."
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McCurdy, Thomas H.
Maheu, John M.
131
Gordon, Stephen
39
Gordon, Stephen F.
37
Jensen, Mark J.
28
Song, Yong
12
Gordon, S.
11
Jin, Xin
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St.-Amour, Pascal
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Zhao, Xiaofei
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Bernard, Jean-Thomas
4
Bolduc, Denis
4
Fortin, Bernard
4
Burda, Martin
3
Bélanger, Gilles
3
CARMICHAEL, Benoît
3
Mccurdy, Thomas H.
3
SAMSON, Lucie
3
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Chan, Wing H.
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ECONIS (ZBW)
29
RePEc
13
OLC EcoSci
5
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1
How useful are historical data for forecasting the long-run equity return distribution?
Maheu, John M.
;
McCurdy, Thomas H.
- In:
Journal of business & economic statistics : JBES ; a …
27
(
2009
)
1
,
pp. 95-112
Persistent link: https://www.econbiz.de/10003805430
Saved in:
2
Components of market risk and return
Maheu, John M.
;
McCurdy, Thomas H.
- In:
Journal of financial econometrics : official journal of …
5
(
2007
)
4
,
pp. 560-590
Persistent link: https://www.econbiz.de/10003570729
Saved in:
3
Do high-frequency measures of volatility improve forecasts of return distributions?
Maheu, John M.
;
McCurdy, Thomas H.
- In:
Journal of econometrics
160
(
2011
)
1
,
pp. 69-76
Persistent link: https://www.econbiz.de/10009242544
Saved in:
4
Nonlinear features of realized FX volatility
Maheu, John M.
(
contributor
);
McCurdy, Thomas H.
(
contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001699562
Saved in:
5
Nonlinear features of realized FX volatility
Maheu, John M.
;
McCurdy, Thomas H.
- In:
The review of economics and statistics
84
(
2002
)
4
,
pp. 668-681
Persistent link: https://www.econbiz.de/10001711218
Saved in:
6
News arrival, jump dynamics, and volatility components for individual stock returns
Maheu, John M.
;
McCurdy, Thomas H.
- In:
The journal of finance : the journal of the American …
59
(
2004
)
2
,
pp. 755-793
Persistent link: https://www.econbiz.de/10002013824
Saved in:
7
Volatility dynamics under duration-dependent mixing
Maheu, John M.
;
McCurdy, Thomas H.
- In:
Journal of empirical finance
7
(
2000
)
3/4
,
pp. 345-372
Persistent link: https://www.econbiz.de/10001558275
Saved in:
8
Identifying bull and bear markets in stock returns
Maheu, John M.
;
McCurdy, Thomas H.
- In:
Journal of business & economic statistics : JBES ; a …
18
(
2000
)
1
,
pp. 100-112
Persistent link: https://www.econbiz.de/10001441612
Saved in:
9
Do jumps contribute to the dynamics of the equity premium
Maheu, John M.
;
McCurdy, Thomas H.
;
Zhao, Xiaofei
- In:
Journal of financial economics
110
(
2013
)
2
,
pp. 457-477
Persistent link: https://www.econbiz.de/10010208659
Saved in:
10
Components of bull and bear markets : bull corrections and bear rallies
Maheu, John M.
;
McCurdy, Thomas H.
;
Song, Yong
- In:
Journal of business & economic statistics : JBES ; a …
30
(
2012
)
3
,
pp. 391-403
Persistent link: https://www.econbiz.de/10009657266
Saved in:
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