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Maheu, John M.
131
McCurdy, Thomas H.
47
Gordon, Stephen
39
Gordon, Stephen F.
37
Jensen, Mark J.
28
Song, Yong
12
Gordon, S.
11
Jin, Xin
11
Liu, Chun
11
Samson, Lucie
10
Filardo, Andrew J.
9
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9
St-Amour, Pascal
9
Yang, Qiao
9
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7
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6
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5
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5
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5
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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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3
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2
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2
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1
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1
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1
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1
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1
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12
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6
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3
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3
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3
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3
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3
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3
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3
The review of economics and statistics
3
Economics letters
2
FRB Atlanta Working Paper Series
2
International journal of forecasting
2
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2
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2
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2
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ECONIS (ZBW)
104
RePEc
81
OLC EcoSci
32
EconStor
5
Other ZBW resources
3
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181
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/10008169727
Saved in:
182
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. 69-77
Persistent link: https://www.econbiz.de/10008770553
Saved in:
183
Bayesian semiparametric stochastic volatility modeling
Jensen, Mark J.
;
Maheu, John M.
- In:
Journal of econometrics
157
(
2010
)
2
,
pp. 306-317
Persistent link: https://www.econbiz.de/10008433400
Saved in:
184
The 2001 JBES Invited Paper - Conditional Jump Dynamics in Stock Market Returns
Chan, Wing H.
;
Maheu, John M.
- In:
Journal of business & economic statistics : JBES ; a …
20
(
2002
)
3
,
pp. 377-389
Persistent link: https://www.econbiz.de/10008216265
Saved in:
185
Journal of Business & Economic Statistics - 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/10008217985
Saved in:
186
Bayesian semiparametric multivariate GARCH modeling
Jensen, Mark J.
;
Maheu, John M.
- In:
Journal of econometrics
176
(
2013
)
1
,
pp. 3-17
Persistent link: https://www.econbiz.de/10010131790
Saved in:
187
Bayesian adaptively updated Hamiltonian Monte Carlo with an application to high-dimensional BEKK GARCH models
Burda, Martin
;
Maheu, John M.
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
17
(
2013
)
4
,
pp. 345-372
Persistent link: https://www.econbiz.de/10010185639
Saved in:
188
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/10010186208
Saved in:
189
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/10006372782
Saved in:
190
Volatility dynamics under duration-dependent mixing
Maheu, John M.
;
Mccurdy, Thomas H.
- In:
Journal of empirical finance
7
(
2000
)
3
,
pp. 345-372
Persistent link: https://www.econbiz.de/10007241087
Saved in:
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