Positivity Conditions for a Bivariate Autoregressive Volatility Specification.
- Published in:
- Journal of Financial Econometrics, 2007, v. 5, n. 4, p. 624, doi. 10.1093/jjfinec/nbm010
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- Publication type:
- Article
Works matching IS 14798409 AND DT 2007 AND VI 5 AND IP 4
Results: 4
1
2
Accurate Short-Term Yield Curve Forecasting using Functional Gradient Descent.
- Published in:
- Journal of Financial Econometrics, 2007, v. 5, n. 4, p. 591, doi. 10.1093/jjfinec/nbm011
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- Publication type:
- Article
3
Components of Market Risk and Return.
- Published in:
- Journal of Financial Econometrics, 2007, v. 5, n. 4, p. 560, doi. 10.1093/jjfinec/nbm012
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- Publication type:
- Article
4
A Statistical Inquiry into the Plausibility of Recursive Utility.
- Published in:
- Journal of Financial Econometrics, 2007, v. 5, n. 4, p. 523, doi. 10.1093/jjfinec/nbm013
- By:
- Publication type:
- Article