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United States
Theorie
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50
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38
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25
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25
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23
Nichtparametrisches Verfahren
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17
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17
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16
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14
Markov-Kette
14
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14
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14
Estimation theory
13
Schätztheorie
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13
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11
USA
11
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10
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Aktienmarkt
9
Bayesian nonparametrics
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Stock market
9
Dirichlet process mixture
7
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11
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Maheu, John M.
8
McCurdy, Thomas H.
7
Jensen, Mark J.
3
Bae, Sang-kun
1
Chan, Wing Hong
1
Leven, Charles L.
1
Liu, Ming
1
Murdock, Scott G.
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Journal of empirical finance
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of macroeconomics
1
Journal of monetary economics
1
Rotman working papers series
1
The annals of regional science : an international journal of urban, regional and environmental research and policy ; official journal of the Western Regional Science Association
1
The journal of finance : the journal of the American Finance Association
1
The review of economics and statistics
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ECONIS (ZBW)
11
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1
Quality of life in central cities and suburbs
Jensen, Mark J.
- In:
The annals of regional science : an international …
31
(
1997
)
4
,
pp. 431-449
Persistent link: https://www.econbiz.de/10001226489
Saved in:
2
Long-run neutrality in a fractionally integrated model
Bae, Sang-kun
;
Jensen, Mark J.
;
Murdock, Scott G.
- In:
Journal of macroeconomics
27
(
2005
)
2
,
pp. 257-274
Persistent link: https://www.econbiz.de/10002935967
Saved in:
3
Do long swings in the business cycle lead to strong persistence in output?
Jensen, Mark J.
;
Liu, Ming
- In:
Journal of monetary economics
53
(
2006
)
3
,
pp. 597-611
Persistent link: https://www.econbiz.de/10003317347
Saved in:
4
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:
5
Volatility dynamics under duration-dependent mixing
Maheu, John M.
;
McCurdy, Thomas H.
- In:
Journal of empirical finance
7
(
2000
)
3/4
,
pp. 345-372
Persistent link: https://www.econbiz.de/10001558275
Saved in:
6
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:
7
Nonlinear features of realized FX volatility
Maheu, John M.
(
contributor
);
McCurdy, Thomas H.
(
contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001699562
Saved in:
8
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/10001711218
Saved in:
9
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:
10
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
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