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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
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News Arrival, Jump Dynamics, and Volatility Components for Individual Stock Returns
Maheu, John M.; Mccurdy, Thomas H. - In: The journal of finance : the journal of the American … 59 (2004) 2, pp. 755-794
Persistent link: https://www.econbiz.de/10006551775
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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
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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
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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
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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
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Components of Bull and Bear Markets: Bull Corrections and Bear Rallies
Maheu, John M.; McCurdy, Thomas H.; Song, Yong - In: Journal of business & economic statistics : JBES ; a … 30 (2012) 3, pp. 391-404
Persistent link: https://www.econbiz.de/10009995981
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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
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Some hybrid aggregating operators in linguistic decision making with Dempster–Shafer belief structure
Wei, Gui-Wu; Zhao, Xiaofei; Lin, Rui - In: Computers & industrial engineering : CAIE ; an … 65 (2013) 4, pp. 646-651
Persistent link: https://www.econbiz.de/10010152681
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A Market-Based Study of the Cost of Default
Davydenko, Sergei A.; Strebulaev, Ilya A.; Zhao, Xiaofei - In: The review of financial studies 25 (2013) 10, pp. 2959-2958
Persistent link: https://www.econbiz.de/10010114800