Thomas H. McCurdy

发表

A Comparison of Risk-Premium Forecasts Implied by Parametric Versus Nonparametric Conditional Mean Estimators

Thanasis Stengos, Thomas H. McCurdy, T. Stengos, 1992 .

Modeling Foreign Exchange Rates with Jumps

Thomas H. McCurdy, J. Maheu, Thomas H. McCurdy, 2007 .

Tests of the Martingale Hypothesis for Foreign Currency Futures with Time-Varying Volatility

Thomas H. McCurdy, I. Morgan, Thomas H. McCurdy, 1986 .

Identifying Bull and Bear Markets in Stock Returns

Thomas H. McCurdy, J. Maheu, Thomas H. McCurdy, 2000 .

Components of Market Risk and Return

Thomas H. McCurdy, J. Maheu, Thomas H. McCurdy, 2007 .

How Useful are Historical Data for Forecasting the Long-Run Equity Return Distribution?

Thomas H. McCurdy, John M. Maheu, 2007 .

Testing the Martingale Hypothesis in Deutsche Mark Futures with Models Specifying the Form of Heteroskedasticity

Thomas H. McCurdy, I. Morgan, Thomas H. McCurdy, 1988 .

Duration-Dependent Transitions in a Markov Model of U.S. GNP Growth

Thomas H. McCurdy, Thomas H. McCurdy, Michael Durland, 1994 .