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~subject:"Estimation"
~subject:"Volatilität"
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Estimation
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Ma, Jun
35
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28
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6
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ECONIS (ZBW)
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1
Examining the sources of excess return predictability : stochastic volatility or market inefficiency?
Lansing, Kevin J.
;
LeRoy, Stephen F.
;
Ma, Jun
-
2018
Persistent link: https://www.econbiz.de/10011977460
Saved in:
2
Risk aversion, investor information and stock market volatility
Lansing, Kevin J.
;
LeRoy, Stephen F.
- In:
European economic review : EER
70
(
2014
),
pp. 88-107
Persistent link: https://www.econbiz.de/10010496407
Saved in:
3
Risk aversion and stock price volatility
Lansing, Kevin J.
;
LeRoy, Stephen F.
-
2010
Persistent link: https://www.econbiz.de/10008698340
Saved in:
4
Stock price volatility
LeRoy, Stephen F.
-
1996
Persistent link: https://www.econbiz.de/10001320262
Saved in:
5
Volatility
LeRoy, Stephen F.
- In:
Finance
,
(pp. 411-433)
.
1995
Persistent link: https://www.econbiz.de/10001318005
Saved in:
6
Size and power in tests of return predictability
LeRoy, Stephen F.
;
Singhania, Rish
- In:
Quantitative finance
22
(
2022
)
6
,
pp. 1153-1167
Persistent link: https://www.econbiz.de/10013367890
Saved in:
7
Explaining exchange rate anomalies in a model with Taylor-rule fundamentals and consistent expectations
Lansing, Kevin J.
;
Ma, Jun
- In:
Journal of international money and finance
70
(
2017
),
pp. 62-87
Persistent link: https://www.econbiz.de/10011752316
Saved in:
8
Explaining exchange rate anomalies in a model with taylor-rule fundamentals and consistent expectations
Lansing, Kevin J.
;
Ma, Jun
-
2014
Persistent link: https://www.econbiz.de/10010407463
Saved in:
9
Optimal fiscal policy in a business cycle model with public capital
Lansing, Kevin J.
- In:
The Canadian journal of economics
31
(
1998
)
2
,
pp. 337-364
Persistent link: https://www.econbiz.de/10001245726
Saved in:
10
On variance bounds for asset price changes
Lansing, Kevin J.
- In:
Journal of financial markets
28
(
2016
),
pp. 132-148
Persistent link: https://www.econbiz.de/10011722241
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