Royal Economic Society Annual Conference 2008 Special Issue on Financial Econometrics.
- Published in:
- 2009
- By:
- Publication type:
- Editorial
Works matching IS 13684221 AND DT 2009 AND VI 12 AND IP 3
Results: 9
1
2
An arbitrage-free generalized Nelson–Siegel term structure model.
- Published in:
- Econometrics Journal, 2009, v. 12, n. 3, p. C33, doi. 10.1111/j.1368-423X.2008.00267.x
- By:
- Publication type:
- Article
3
Stationarity of a family of GARCH processes.
- Published in:
- Econometrics Journal, 2009, v. 12, n. 3, p. 436, doi. 10.1111/j.1368-423X.2009.00294.x
- By:
- Publication type:
- Article
4
The econometrics of mean-variance efficiency tests: a survey.
- Published in:
- Econometrics Journal, 2009, v. 12, n. 3, p. C65, doi. 10.1111/j.1368-423X.2009.00295.x
- By:
- Publication type:
- Article
5
Identification of peer effects using group size variation.
- Published in:
- Econometrics Journal, 2009, v. 12, n. 3, p. 397, doi. 10.1111/j.1368-423X.2009.00296.x
- By:
- Publication type:
- Article
6
Testing for the cointegrating rank of a vector autoregressive process with uncertain deterministic trend term.
- Published in:
- Econometrics Journal, 2009, v. 12, n. 3, p. 414, doi. 10.1111/j.1368-423X.2009.00297.x
- By:
- Publication type:
- Article
7
Realized kernels in practice: trades and quotes.
- Published in:
- Econometrics Journal, 2009, v. 12, n. 3, p. C1, doi. 10.1111/j.1368-423X.2008.00275.x
- By:
- Publication type:
- Article
8
Errata.
- Published in:
- 2009
- Publication type:
- Correction Notice
9
Index to The Econometrics Journal Volume 12.
- Published in:
- Econometrics Journal, 2009, v. 12, n. 3, p. 449, doi. 10.1111/j.1368-423X.2009.00305.x
- Publication type:
- Article