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Works matching IS 08837252 AND DT 2010 AND VI 25 AND IP 2

Results: 6

1

General-interest versus specialty journals: Using intellectual influence of econometrics research to rank economics journals and articles.

Published in:

Journal of Applied Econometrics, 2010, v. 25, n. 2, p. 345, doi. 10.1002/jae.1104

By:

Yong Bao;
Melody Lo;
Mixon, JR., Franklin G.

Publication type:

Article

2

Multivariate residual-based finite-sample tests for serial dependence and ARCH effects with applications to asset pricing models.

Published in:

Journal of Applied Econometrics, 2010, v. 25, n. 2, p. 263, doi. 10.1002/jae.1092

By:

Dufour, Jean-Marie;
Khalaf, Lynda;
Beaulieu, Marie-Claude

Publication type:

Article

3

Bayesian quantile regression methods.

Published in:

Journal of Applied Econometrics, 2010, v. 25, n. 2, p. 287, doi. 10.1002/jae.1069

By:

Lancaster, Tony;
Sung Jae Jun

Publication type:

Article

4

Dating and forecasting turning points by Bayesian clustering with dynamic structure: a suggestion with an application to Austrian data.

Published in:

Journal of Applied Econometrics, 2010, v. 25, n. 2, p. 309, doi. 10.1002/jae.1076

By:

Kaufmann, Sylvia

Publication type:

Article

5

Continuous-time models, realized volatilities, and testable distributional implications for daily stock returns.

Published in:

Journal of Applied Econometrics, 2010, v. 25, n. 2, p. 233, doi. 10.1002/jae.1105

By:

Andersen, Torben G.;
Bollerslev, Tim;
Frederiksen, Per;
Ørregaard Nielsen, Morten

Publication type:

Article

6

Realising the future: forecasting with high-frequency-based volatility (HEAVY) models.

Published in:

Journal of Applied Econometrics, 2010, v. 25, n. 2, p. 197, doi. 10.1002/jae.1158

By:

Shephard, Neil;
Sheppard, Kevin

Publication type:

Article