Journal of Applied Econometrics : Call for papers for Special Issue : “Forecast Uncertainty in Macroeconomics and Finance”.
- Published in:
- Journal of Applied Econometrics, 2008, v. 23, n. 1, p. 135, doi. 10.1002/jae.1002
- Publication type:
- Article
Works matching IS 08837252 AND DT 2008 AND VI 23 AND IP 1
Results: 7
1
2
The performance of heteroskedasticity and autocorrelation robust tests: a Monte Carlo study with an application to the three-factor Fama–French asset-pricing model.
- Published in:
- Journal of Applied Econometrics, 2008, v. 23, n. 1, p. 91, doi. 10.1002/jae.972
- By:
- Publication type:
- Article
3
Extreme US stock market fluctuations in the wake of 9/11.
- Published in:
- Journal of Applied Econometrics, 2008, v. 23, n. 1, p. 17, doi. 10.1002/jae.973
- By:
- Publication type:
- Article
4
International dynamic risk sharing.
- Published in:
- Journal of Applied Econometrics, 2008, v. 23, n. 1, p. 1, doi. 10.1002/jae.968
- By:
- Publication type:
- Article
5
Structural breaks and GARCH models of exchange rate volatility.
- Published in:
- Journal of Applied Econometrics, 2008, v. 23, n. 1, p. 65, doi. 10.1002/jae.976
- By:
- Publication type:
- Article
6
A unified approach to standardized-residuals-based correlation tests for GARCH-type models.
- Published in:
- Journal of Applied Econometrics, 2008, v. 23, n. 1, p. 111, doi. 10.1002/jae.985
- By:
- Publication type:
- Article
7
Multivariate partial adjustment of financial ratios: a Bayesian hierarchical approach.
- Published in:
- Journal of Applied Econometrics, 2008, v. 23, n. 1, p. 43, doi. 10.1002/jae.966
- By:
- Publication type:
- Article