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Works matching IS 14798409 AND DT 2005 AND VI 3 AND IP 3

Results: 6

1

The Stability of Factor Models of Interest Rates.

Published in:

Journal of Financial Econometrics, 2005, v. 3, n. 3, p. 422, doi. 10.1093/jjfinec/nbi019

By:

Audrino, Francesco;
Barone-Adesi, Giovanni;
Mira, Antonietta

Publication type:

Article

2

Practitioners' Corner.

Published in:

Journal of Financial Econometrics, 2005, v. 3, n. 3, p. 442, doi. 10.1093/jjfinec/nbi020

By:

Canopius, Adam

Publication type:

Article

3

Autoregressive Conditional Kurtosis.

Published in:

Journal of Financial Econometrics, 2005, v. 3, n. 3, p. 399, doi. 10.1093/jjfinec/nbi018

By:

Brooks, Chris;
Burke, Simon P.;
Heravi, Saeed;
Persand, Gita

Publication type:

Article

4

Multivariate Lagrange Multiplier Tests for Fractional Integration.

Published in:

Journal of Financial Econometrics, 2005, v. 3, n. 3, p. 372, doi. 10.1093/jjfinec/nbi017

By:

Nielsen, Morten Ørregaard

Publication type:

Article

5

Testing for Threshold Nonlinearity in Short-Term Interest Rates.

Published in:

Journal of Financial Econometrics, 2005, v. 3, n. 3, p. 344, doi. 10.1093/jjfinec/nbi016

By:

Gospodinov, Nikolay

Publication type:

Article

6

Asymptotic and Bayesian Confidence Intervals for Sharpe-Style Weights.

Published in:

Journal of Financial Econometrics, 2005, v. 3, n. 3, p. 315, doi. 10.1093/jjfinec/nbi015

By:

Tae-Hwan Kim;
White, Halbert;
Stone, Douglas

Publication type:

Article