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Volatility Dynamics Under Dura...
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United States
Theorie
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Volatility
34
Volatilität
31
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auctions
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Maheu, John M.
8
McCurdy, Thomas H.
7
Bjerkholt, Olav
1
Chan, Wing Hong
1
Gordon, Robert J.
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1
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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2
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1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
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ECONIS (ZBW)
11
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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
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:
4
Conditional jump dynamics in stock market returns
Chan, Wing Hong
;
Maheu, John M.
- In:
Journal of business & economic statistics : JBES ; a …
20
(
2002
)
3
,
pp. 377-389
Persistent link: https://www.econbiz.de/10001695284
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
"Hall of fame" voting : the Econometric Society
Hamermesh, Daniel S.
;
Schmidt, Peter
-
2001
Persistent link: https://www.econbiz.de/10001604543
Saved in:
10
What is the Econometric Society? : History, organization, and basic procedures
Gordon, Robert J.
- In:
Econometrica : journal of the Econometric Society, an …
65
(
1997
)
6
,
pp. 1443-1451
Persistent link: https://www.econbiz.de/10001230425
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