Testing distributional assumptions: A GMM aproach.
- Published in:
- Journal of Applied Econometrics, 2012, v. 27, n. 6, p. 978, doi. 10.1002/jae.1250
- By:
- Publication type:
- Article
Works matching IS 08837252 AND DT 2012 AND VI 27 AND IP 6
Results: 6
1
2
On the forecasting accuracy of multivariate GARCH models.
- Published in:
- Journal of Applied Econometrics, 2012, v. 27, n. 6, p. 934, doi. 10.1002/jae.1248
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- Publication type:
- Article
3
A comprehensive look at financial volatility prediction by economic variables.
- Published in:
- Journal of Applied Econometrics, 2012, v. 27, n. 6, p. 956, doi. 10.1002/jae.2298
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- Publication type:
- Article
4
Realized GARCH: a joint model for returns and realized measures of volatility.
- Published in:
- Journal of Applied Econometrics, 2012, v. 27, n. 6, p. 877, doi. 10.1002/jae.1234
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- Publication type:
- Article
5
Risk aversion, intertemporal substitution, and the term structure of interest rates.
- Published in:
- Journal of Applied Econometrics, 2012, v. 27, n. 6, p. 1013, doi. 10.1002/jae.1247
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- Publication type:
- Article
6
Multivariate high-frequency-based volatility (HEAVY) models.
- Published in:
- Journal of Applied Econometrics, 2012, v. 27, n. 6, p. 907, doi. 10.1002/jae.1260
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- Publication type:
- Article