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On Testing Theories of Financial Intermediary Portfolio Selection.
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- Review of Economic Studies, 1980, v. 47, n. 5, p. 861, doi. 10.2307/2296918
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- Article
News Arrival, Jump Dynamics, and Volatility Components for Individual Stock Returns.
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- Journal of Finance (Wiley-Blackwell), 2004, v. 59, n. 2, p. 755, doi. 10.1111/j.1540-6261.2004.00648.x
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- Article
Single Beta Models and Currency Futures Prices.
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- Economic Record, 1992, v. 68, p. 117, doi. 10.1111/j.1475-4932.1992.tb02299.x
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- Article
NONLINEAR FEATURES OF REALIZED FX VOLATILITY.
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- Review of Economics & Statistics, 2002, v. 84, n. 4, p. 668, doi. 10.1162/003465302760556486
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- Article
Time-Varying Window Length for Correlation Forecasts.
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- Econometrics (2225-1146), 2017, v. 5, n. 4, p. 54, doi. 10.3390/econometrics5040054
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- Article
Intertemporal Risk in the Foreign Currency Futures Basis.
- Published in:
- Canadian Journal of Administrative Sciences (Canadian Journal of Administrative Sciences), 1999, v. 16, n. 3, p. 172, doi. 10.1111/j.1936-4490.1999.tb00193.x
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- Article
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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- Article
An international economy with country-specific money and productivity growth processes.
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- Canadian Journal of Economics, 1995, v. 28, n. 4, p. S141, doi. 10.2307/136175
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- Article
Tests for a Systematic Risk Component in Deviations From Uncovered Interest Rate Parity.
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- Review of Economic Studies, 1991, v. 58, n. 3, p. 587, doi. 10.2307/2298013
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- Publication type:
- Article
TESTING THE MARTINGALE HYPOTHESIS IN DEUTSCHE MARK FUTURES WITH MODELS SPECIFYING THE FORM OF HETEROSCEDASTICITY.
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- Journal of Applied Econometrics, 1988, v. 3, n. 3, p. 187, doi. 10.1002/jae.3950030303
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- Article
Intertemporal Risk in the Foreign Currency Futures Basis.
- Published in:
- Canadian Journal of Administrative Sciences (John Wiley & Sons, Inc.), 1999, v. 16, n. 3, p. 172, doi. 10.1111/j.1936-4490.1999.tb00193.x
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- Publication type:
- Article