Fourth Moment Structure of Multivariate GARCH Models.
- Published in:
- Journal of Financial Econometrics, 2003, v. 1, n. 1, p. 26, doi. 10.1093/jjfinec/nbg001
- By:
- Publication type:
- Article
Works matching IS 14798409 AND DT 2003 AND VI 1 AND IP 1
Results: 6
1
2
Dynamics of Trade-by-Trade Price Movements: Decomposition and Models.
- Published in:
- Journal of Financial Econometrics, 2003, v. 1, n. 1, p. 2, doi. 10.1093/jjfinec/nbg002
- By:
- Publication type:
- Article
3
Expectations Hypothesis of the Term Structure of Implied Volatility: Evidence from Foreign Currency and Stock Index Options.
- Published in:
- Journal of Financial Econometrics, 2003, v. 1, n. 1, p. 126, doi. 10.1093/jjfinec/nbg003
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- Publication type:
- Article
4
Modeling the U.S. Short-Term Interest Rate by Mixture Autoregressive Processes.
- Published in:
- Journal of Financial Econometrics, 2003, v. 1, n. 1, p. 96, doi. 10.1093/jjfinec/nbg004
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- Publication type:
- Article
5
Time Inhomogeneous Multiple Volatility Modeling.
- Published in:
- Journal of Financial Econometrics, 2003, v. 1, n. 1, p. 55, doi. 10.1093/jjfinec/nbg005
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- Publication type:
- Article
6
Practitioners' Corner.
- Published in:
- Journal of Financial Econometrics, 2003, v. 1, n. 1, p. 152, doi. 10.1093/jjfinec/nbg006
- By:
- Publication type:
- Article