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Risk, return, and volatility f...
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134
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92
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48
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13
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11
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11
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11
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11
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8
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ECONIS (ZBW)
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51
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:
52
A new structural break model, with an application to Canadian inflation forecasting
Maheu, John M.
;
Song, Yong
- In:
International journal of forecasting
30
(
2013
)
1
,
pp. 144-160
Persistent link: https://www.econbiz.de/10010246985
Saved in:
53
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:
54
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. 391-403
Persistent link: https://www.econbiz.de/10009657266
Saved in:
55
Intraday dynamics of volatility and duration : evidence from Chinese stocks
Liu, Chun
;
Maheu, John M.
- In:
Pacific-Basin finance journal
20
(
2012
)
3
,
pp. 329-348
Persistent link: https://www.econbiz.de/10009532264
Saved in:
56
Can GARCH models capture long-range dependence?
Maheu, John M.
(
contributor
)
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
9
(
2005
)
4
,
pp. 1-41
Persistent link: https://www.econbiz.de/10003283982
Saved in:
57
Learning, forecasting and structural breaks
Maheu, John M.
;
Gordon, Stephen F.
- In:
Journal of applied econometrics
23
(
2008
)
5
,
pp. 553-583
Persistent link: https://www.econbiz.de/10003760413
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58
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:
59
Components of market risk and return
Maheu, John M.
;
McCurdy, Thomas H.
- In:
Journal of financial econometrics : official journal of …
5
(
2007
)
4
,
pp. 560-590
Persistent link: https://www.econbiz.de/10003570729
Saved in:
60
Are there structural breaks in realized volatility?
Liu, Chun
;
Maheu, John M.
- In:
Journal of financial econometrics : official journal of …
6
(
2008
)
3
,
pp. 326-360
Persistent link: https://www.econbiz.de/10003748061
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