John M Maheu

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	Hepsi	2020 yılından bugüne
Alıntılar	3809	1123
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i10-endeksi	36	25

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Finansman sağlayan kuruluşun getirdiği zorunluluğa dayalı olarak

Katkıda bulunan yazarlar

Thomas H. McCurdyRotman School of Management, University of Torontorotman.utoronto.ca üzerinde doğrulanmış e-posta adresine sahip
Yong SongUniversity of Melbourneunimelb.edu.au üzerinde doğrulanmış e-posta adresine sahip
QIAO YANGShanghaiTech Universityshanghaitech.edu.cn üzerinde doğrulanmış e-posta adresine sahip
Mark J JensenFederal Reserve Bank of Atlantaatl.frb.org üzerinde doğrulanmış e-posta adresine sahip
Wing Hong ChanProfessor, Dept of Economics, Wilfrid Laurier Universitywlu.ca üzerinde doğrulanmış e-posta adresine sahip
Xiaofei ZhaoAssociate Professor of Finance, McDonough School of Business, Georgetown Universitygeorgetown.edu üzerinde doğrulanmış e-posta adresine sahip
Azam Shamsi ZamenjaniAssociate Professor, University of New Brunswickunb.ca üzerinde doğrulanmış e-posta adresine sahip
Jim GriffinUniversity College Londonucl.ac.uk üzerinde doğrulanmış e-posta adresine sahip

Takip et

John M Maheu

DeGroote School of Business, McMaster University

mcmaster.ca üzerinde doğrulanmış e-posta adresine sahip - Ana Sayfa

Time Series Econometrics Financial Econometrics Bayesian Econometrics Econometrics


Başlık Alıntılara göre sırala Yıla göre sırala Başlığa göre sırala	Alıntı yapanlar Alıntı yapanlar	Yıl
News arrival, jump dynamics, and volatility components for individual stock returns JM Maheu, TH McCurdy The Journal of Finance 59 (2), 755-793, 2004	743	2004
Identifying bull and bear markets in stock returns JM Maheu, TH McCurdy Journal of Business & Economic Statistics 18 (1), 100-112, 2000	584	2000
Conditional jump dynamics in stock market returns WH Chan, JM Maheu Journal of Business & Economic Statistics 20 (3), 377-389, 2002	478	2002
Nonlinear features of realized FX volatility JM Maheu, TH McCurdy Review of Economics and Statistics 84 (4), 668-681, 2002	163	2002
Do high-frequency measures of volatility improve forecasts of return distributions? JM Maheu, TH McCurdy Journal of Econometrics 160 (1), 69-76, 2011	160	2011
Bayesian semiparametric stochastic volatility modeling MJ Jensen, JM Maheu Journal of Econometrics 157 (2), 306-316, 2010	140	2010
Modeling realized covariances and returns X Jin, JM Maheu Journal of Financial Econometrics 11 (2), 335-369, 2013	137	2013
Components of bull and bear markets: bull corrections and bear rallies JM Maheu, TH McCurdy, Y Song Journal of Business & Economic Statistics 30 (3), 391-403, 2012	130	2012
Are there structural breaks in realized volatility? C Liu, JM Maheu Journal of Financial Econometrics 6 (3), 326-360, 2008	120	2008
Forecasting realized volatility: a Bayesian model‐averaging approach C Liu, JM Maheu Journal of Applied Econometrics 24 (5), 709-733, 2009	117	2009
Learning, forecasting and structural breaks JM Maheu, S Gordon Journal of Applied Econometrics 23 (5), 553-583, 2008	89	2008
Estimating a semiparametric asymmetric stochastic volatility model with a Dirichlet process mixture MJ Jensen, JM Maheu Journal of Econometrics 178, 523-538, 2014	80	2014
Do jumps contribute to the dynamics of the equity premium? JM Maheu, TH McCurdy, X Zhao Journal of Financial Economics 110 (2), 457-477, 2013	78	2013
Can GARCH models capture long-range dependence? J Maheu Studies in Nonlinear Dynamics & Econometrics 9 (4), 2005	77	2005
Real time detection of structural breaks in GARCH models Z He, JM Maheu Computational Statistics & Data Analysis 54 (11), 2628-2640, 2010	63	2010
Bayesian semiparametric multivariate GARCH modeling MJ Jensen, JM Maheu Journal of Econometrics 176 (1), 3-17, 2013	62	2013
Bayesian semiparametric modeling of realized covariance matrices X Jin, JM Maheu Journal of Econometrics 192 (1), 19-39, 2016	57	2016
Components of market risk and return JM Maheu, TH McCurdy Journal of Financial Econometrics 5 (4), 560-590, 2007	54	2007
Oil price shocks and economic growth: The volatility link JM Maheu, Y Song, Q Yang International Journal of Forecasting 36 (2), 570-587, 2020	48	2020
An infinite hidden Markov model for short-term interest rates JM Maheu, Q Yang Journal of Empirical Finance 38 (A), 202–220, 2016	42	2016

Sistem, işlemi şu anda gerçekleştiremiyor. Daha sonra yeniden deneyin.

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