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ECONIS (ZBW)
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Sources of employment growth by occupation and industry in Canada : a comparison of structural changes in the 1960's and 1970's
Betts, Julian R.
;
McCurdy, Thomas H.
-
1988
Persistent link: https://www.econbiz.de/10000125033
Saved in:
2
A comparison of risk-premium forecasts implied by parametric versus nonparametric conditional mean estimators
McCurdy, Thomas H.
;
Stengos, Thanasēs
-
1991
-
rev.
Persistent link: https://www.econbiz.de/10000135918
Saved in:
3
Single beta models and currency futures prices
McCurdy, Thomas H.
;
Morgan, Ieuan G.
-
1991
-
rev
Persistent link: https://www.econbiz.de/10000135919
Saved in:
4
An international economy with country-specific money and productivity growth processes
Ricketts, Nicholas
;
McCurdy, Thomas H.
-
1991
-
rev.
Persistent link: https://www.econbiz.de/10000135920
Saved in:
5
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:
6
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:
7
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:
8
Testing the martingale hypothesis in the Deutschmark/US dollar futures and spot markets
MacCurdy, Thomas H.
;
Morgan, Ieuan G.
-
1985
Persistent link: https://www.econbiz.de/10003529091
Saved in:
9
The unbiasedness hypothesis in the forward foreign exchange market : a cross-country specification analysis
Gregory, Allan W.
;
MacCurdy, Thomas H.
-
1984
Persistent link: https://www.econbiz.de/10003529444
Saved in:
10
Nonlinear features of realized FX volatility
Maheu, John M.
(
contributor
);
McCurdy, Thomas H.
(
contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001699562
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