Practitioners' Corner.
- Published in:
- Journal of Financial Econometrics, 2004, v. 2, n. 4, p. 592, doi. 10.1093/jjfinec/nbh024
- By:
- Publication type:
- Article
Works matching IS 14798409 AND DT 2004 AND VI 2 AND IP 4
Results: 5
1
2
Pessimistic Portfolio Allocation and Choquet Expected Utility.
- Published in:
- Journal of Financial Econometrics, 2004, v. 2, n. 4, p. 477, doi. 10.1093/jjfinec/nbh023
- By:
- Publication type:
- Article
3
Beyond Single-Factor Affine Term Structure Models.
- Published in:
- Journal of Financial Econometrics, 2004, v. 2, n. 4, p. 565, doi. 10.1093/jjfinec/nbh022
- By:
- Publication type:
- Article
4
Modeling the Conditional Covariance Between Stock and Bond Returns: A Multivariate GARCH Approach.
- Published in:
- Journal of Financial Econometrics, 2004, v. 2, n. 4, p. 531, doi. 10.1093/jjfinec/nbh021
- By:
- Publication type:
- Article
5
A New Approach to Markov-Switching GARCH Models.
- Published in:
- Journal of Financial Econometrics, 2004, v. 2, n. 4, p. 493, doi. 10.1093/jjfinec/nbh020
- By:
- Publication type:
- Article