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person:"Lakonishok, Josef"
~person:"Timmermann, Allan"
~subject:"Schätzung"
~subject:"United States"
~subject:"Volatility"
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Schätzung
United States
Volatility
Capital income
122
Kapitaleinkommen
122
Theorie
52
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52
USA
39
Börsenkurs
38
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38
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68
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Lakonishok, Josef
Timmermann, Allan
Gupta, Rangan
132
Zaremba, Adam
83
Bollerslev, Tim
79
Caporale, Guglielmo Maria
77
Diebold, Francis X.
70
McMillan, David G.
65
Campbell, John Y.
61
McAleer, Michael
55
Pierdzioch, Christian
54
Bekaert, Geert
53
Bali, Turan G.
50
Stambaugh, Robert F.
44
Wohar, Mark E.
43
Peri, Giovanni
42
Bouri, Elie
41
Bohl, Martin T.
38
Ang, Andrew
37
Engle, Robert F.
37
Andersen, Torben
36
Gil-Alaña, Luis A.
36
Bebchuk, Lucian A.
35
Harvey, Campbell R.
35
Ma, Feng
35
Fitzenberger, Bernd
34
Guo, Hui
33
Guidolin, Massimo
32
Wang, Yudong
32
Cakici, Nusret
30
Goetzmann, William N.
30
Heckman, James J.
30
Lux, Thomas
30
Todorov, Viktor
30
Zhou, Guofu
30
Narayan, Paresh Kumar
29
Pesaran, M. Hashem
29
Rycx, François
29
Tiwari, Aviral Kumar
29
Chiang, Thomas C.
28
Hanushek, Eric Alan
28
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Discussion paper / Department of Economics, University of California San Diego
7
The journal of finance : the journal of the American Finance Association
7
Working paper / National Bureau of Economic Research, Inc.
6
Journal of financial economics
5
The review of financial studies
4
Discussion paper series / LSE Financial Markets Group
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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ECONIS (ZBW)
68
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1
Corporate governance through the proxy contest : evidence and implications
Ikenberry, David
- In:
The journal of business : B
66
(
1993
)
3
,
pp. 405-435
Persistent link: https://www.econbiz.de/10001147958
Saved in:
2
Fitting the moments : a comparison of arch and regime switching models for daily stock returns
Sola, Martin
;
Timmermann, Allan
-
1994
Persistent link: https://www.econbiz.de/10000147717
Saved in:
3
The use of recursive model selection strategies in forecasting stock returns
Pesaran, M. Hashem
;
Timmermann, Allan
-
1994
Persistent link: https://www.econbiz.de/10000147745
Saved in:
4
Forecasting stock returns
Pesaran, M. Hashem
;
Timmermann, Allan
-
1992
Persistent link: https://www.econbiz.de/10000137149
Saved in:
5
On business cycle variation in the mean, volatility and conditional distribution of stock returns
Pérez-Quirós, Gabriel
;
Timmermann, Allan
-
1996
Persistent link: https://www.econbiz.de/10000939555
Saved in:
6
Data-snooping, technical trading rule performance, and the bootstrap
Sullivan, Ryan
;
Timmermann, Allan
;
White, Halbert
-
1997
Persistent link: https://www.econbiz.de/10000978185
Saved in:
7
Dangers of data-driven inference : the case of calendar effects in stock returns
Sullivan, Ryan
;
Timmermann, Allan
;
White, Halbert
-
1998
Persistent link: https://www.econbiz.de/10000988757
Saved in:
8
Fitting the moments : a comparison of ARCH and regime switching models for daily stock returns
Sola, Martin
;
Timmermann, Allan
-
1994
Persistent link: https://www.econbiz.de/10000914034
Saved in:
9
Predictability of stock returns : robustness and economic significance
Pesaran, M. Hashem
;
Timmermann, Allan
-
1995
Persistent link: https://www.econbiz.de/10000914280
Saved in:
10
Volatility clustering and mean reversion of stock returns in an asset pricing model with incomplete learning
Timmermann, Allan
-
1995
Persistent link: https://www.econbiz.de/10000915842
Saved in:
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