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~subject:"Kapitaleinkommen"
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Kapitaleinkommen
Theorie
50
Theory
50
Volatility
33
Volatilität
33
Forecasting model
22
Prognoseverfahren
22
ARCH-Modell
21
Bayes-Statistik
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Bayesian inference
21
ARCH model
20
Markov chain
20
Capital income
19
Estimation
18
Markov-Kette
18
Schätzung
18
Börsenkurs
17
Share price
17
Nichtparametrisches Verfahren
16
Nonparametric statistics
16
USA
15
United States
15
Estimation theory
14
Schätztheorie
14
Time series analysis
13
Zeitreihenanalyse
13
CAPM
12
MCMC
11
Monte Carlo simulation
10
Monte-Carlo-Simulation
10
Aktienmarkt
9
Business cycle
9
Konjunktur
9
Stock market
9
Canada
8
Kanada
8
Dirichlet process mixture
7
Risikoprämie
7
Risk premium
7
Stochastic process
7
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English
19
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Maheu, John M.
18
McCurdy, Thomas H.
11
Jin, Xin
2
Song, Yong
2
Chan, Wing Hong
1
Gordon, Stephen F.
1
Jensen, Mark J.
1
Li, Chenxing
1
Liu, Jia
1
Samson, Lucie
1
Yang, Qiao
1
Zamenjani, Azam Shamsi
1
Zhao, Xiaofei
1
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Journal of econometrics
2
FRB Atlanta Working Paper
1
Finance research letters
1
Journal of applied econometrics
1
Journal of empirical finance
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of financial economics
1
Journal of forecasting
1
The Canadian journal of economics
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The journal of finance : the journal of the American Finance Association
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ECONIS (ZBW)
19
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1
Comparing consumption-based asset-pricing models
Gordon, Stephen F.
;
Samson, Lucie
- In:
The Canadian journal of economics
35
(
2002
)
3
,
pp. 586-610
Persistent link: https://www.econbiz.de/10001697229
Saved in:
2
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/10001441612
Saved in:
3
Conditional jump dynamics in stock market returns
Chan, Wing Hong
;
Maheu, John M.
- In:
Journal of business & economic statistics : JBES ; a …
20
(
2002
)
3
,
pp. 377-389
Persistent link: https://www.econbiz.de/10001695284
Saved in:
4
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. 755-793
Persistent link: https://www.econbiz.de/10002013824
Saved in:
5
Identification and forecasting of bull and bear markets using multivariate returns
Liu, Jia
;
Maheu, John M.
;
Song, Yong
- In:
Journal of applied econometrics
39
(
2024
)
5
,
pp. 723-745
Persistent link: https://www.econbiz.de/10015156772
Saved in:
6
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. 69-76
Persistent link: https://www.econbiz.de/10009242544
Saved in:
7
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/10010208659
Saved in:
8
Modeling realized covariances and returns
Jin, Xin
;
Maheu, John M.
- In:
Journal of financial econometrics : official journal of …
11
(
2013
)
2
,
pp. 335-369
Persistent link: https://www.econbiz.de/10009745817
Saved in:
9
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/10003805430
Saved in:
10
Bull and bear markets during the COVID-19 pandemic
Maheu, John M.
;
McCurdy, Thomas H.
;
Song, Yong
- In:
Finance research letters
42
(
2021
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014581535
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