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isPartOf:"University of Lüneburg Working paper series in economics"
type_genre:"Non-commercial literature"
~isPartOf:"Working paper"
~person:"Guo, Hui"
~person:"Honoré, Peter"
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Understanding stock return predictability
Guo, Hui
(
contributor
);
Savickas, Robert
(
contributor
)
-
2006
-
Rev.
Persistent link: https://www.econbiz.de/10003739712
Saved in:
2
The relation between time-series and cross-sectional effects of idiosyncratic variance on stock returns in G7 countries
Guo, Hui
(
contributor
);
Savickas, Robert
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003740047
Saved in:
3
On the cross of conditionally expected stock returns
Guo, Hui
(
contributor
);
Savickas, Robert
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001986896
Saved in:
4
Time-varying risk premia and the cross section of stock returns
Guo, Hui
(
contributor
)
-
2003
-
[Elektronische Ressource], rev
Persistent link: https://www.econbiz.de/10001973914
Saved in:
5
Idiosyncratic volatility, stock market volatility, and expected stock returns
Guo, Hui
(
contributor
);
Savickas, Robert
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001985899
Saved in:
6
Pitfalls in estimating jump-diffusion models
Honoré, Peter
-
1998
Persistent link: https://www.econbiz.de/10000994072
Saved in:
7
Panel-data estimation of non-linear term-structure models
Honoré, Peter
-
1998
Persistent link: https://www.econbiz.de/10000996537
Saved in:
8
Modelling interest rate dynamics in a corridor with jump processes
Honoré, Peter
-
1997
Persistent link: https://www.econbiz.de/10000975514
Saved in:
9
Maturity induced bias in estimating spot rate diffusion models
Honoré, Peter
-
1997
Persistent link: https://www.econbiz.de/10000975531
Saved in:
10
Maximum likelihood estimation of non-linear continuous-time term-structure models
Honoré, Peter
-
1997
Persistent link: https://www.econbiz.de/10000975535
Saved in:
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