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McDonald, James B.
7
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ECONIS (ZBW)
7
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1
Forecasting asymmetries in aggregate stock market returns : evidence from conditional skewness
Hueng, C. James
;
McDonald, James B.
- In:
Journal of empirical finance
12
(
2005
)
5
,
pp. 666-685
Persistent link: https://www.econbiz.de/10003190415
Saved in:
2
Probability distributions for financial models
McDonald, James B.
-
1996
Persistent link: https://www.econbiz.de/10001320245
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3
Some forecasting applications of partially adaptive estimators of ARIMA models
McDonald, James B.
- In:
Economics letters
45
(
1994
)
2
,
pp. 155-160
Persistent link: https://www.econbiz.de/10001163980
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4
Generalized bankruptcy models applied to predicting consumer credit behavior
Clarke, Darral G.
- In:
Journal of economics & business
44
(
1992
)
1
,
pp. 47-62
Persistent link: https://www.econbiz.de/10001137632
Saved in:
5
Parametric models for partially adaptive estimation with skewed and leptokurtic residuals
McDonald, James B.
- In:
Economics letters
37
(
1991
)
3
,
pp. 273-278
Persistent link: https://www.econbiz.de/10001114218
Saved in:
6
Partially adaptive estimation of regression models via the generalized t distribution
McDonald, James B.
- In:
Econometric theory
4
(
1988
)
3
,
pp. 428-457
Persistent link: https://www.econbiz.de/10001074423
Saved in:
7
A general distribution for describing security price returns
Bookstaber, Richard M.
- In:
The journal of business : B
60
(
1987
)
3
,
pp. 401-424
Persistent link: https://www.econbiz.de/10001034130
Saved in:
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