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Volatility dynamics under dura...
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Theorie
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Volatility
32
Volatilität
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21
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19
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Maheu, John M.
131
McCurdy, Thomas H.
128
Jensen, Mark J.
28
Morgan, Ieuan G.
20
Song, Yong
12
Jin, Xin
11
Liu, Chun
11
Yang, Qiao
9
Gregory, Allan W.
8
Zhao, Xiaofei
8
Ricketts, Nicholas
7
Jeon, Yoontae
6
He, Zhongfang
5
Yannelis, Demetrius C.
5
Gagnon, Louis
4
Betts, Julian R.
3
Burda, Martin
3
Gordon, Stephen
3
Gregory, Allan
3
Lypny, Gregory J.
3
MacCurdy, Thomas H.
3
Mccurdy, Thomas H.
3
Stengos, Thanasis
3
Chan, Wing H.
2
Durland, J. Michael
2
Stengos, Thanasēs
2
Stengos, Thansis
2
Berndt, Ernst R.
1
Burnside, A. Craig
1
Chan, Wing Hong
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Chenxing
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Durland, J. M.
1
Durland, J.Michael
1
Durland, Michael
1
Frazier, David T.
1
Gordon, Stephen F.
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Huber, Florian
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1
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Economics Department, Queen's University
15
Rimini Centre for Economic Analysis (RCEA)
15
Federal Reserve Bank of Atlanta
4
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2
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2
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1
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1
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Working Paper Series / Rimini Centre for Economic Analysis (RCEA)
15
Working Papers / Economics Department, Queen's University
15
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11
Journal of econometrics
10
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
9
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6
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5
Journal of Econometrics
5
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4
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4
ShanghaiTech SEM Working Paper
4
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4
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4
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4
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3
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3
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3
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3
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2
FRB Atlanta Working Paper Series
2
International Journal of Forecasting
2
Journal of Business & Economic Statistics
2
Journal of Empirical Finance
2
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2
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2
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2
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2
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2
22-327
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1
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1
Canadian Journal of Economics
1
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ECONIS (ZBW)
122
RePEc
64
OLC EcoSci
19
EconStor
10
Other ZBW resources
1
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216
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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
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:
8
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:
9
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:
10
Bull and bear markets during the COVID-19 pandemic
Maheu, John M.
;
McCurdy, Thomas H.
;
Song, Yong
- In:
Finance research letters
42
(
2021
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014581535
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