Practitioners' Corner.
- Published in:
- Journal of Financial Econometrics, 2004, v. 2, n. 2, p. 343, doi. 10.1093/jjfinec/nbh013
- By:
- Publication type:
- Article
Works matching IS 14798409 AND DT 2004 AND VI 2 AND IP 2
Results: 6
1
2
Persistence and Kurtosis in GARCH and Stochastic Volatility Models.
- Published in:
- Journal of Financial Econometrics, 2004, v. 2, n. 2, p. 319, doi. 10.1093/jjfinec/nbh012
- By:
- Publication type:
- Article
3
The Impact of Sampling Frequency and Volatility Estimators on Change-Point Tests.
- Published in:
- Journal of Financial Econometrics, 2004, v. 2, n. 2, p. 290, doi. 10.1093/jjfinec/nbh011
- By:
- Publication type:
- Article
4
Nonparametric Estimation of a Multifactor Heath-Jarrow-Morton Model: An Integrated Approach.
- Published in:
- Journal of Financial Econometrics, 2004, v. 2, n. 2, p. 251, doi. 10.1093/jjfinec/nbh010
- By:
- Publication type:
- Article
5
Mixed Normal Conditional Heteroskedasticity.
- Published in:
- Journal of Financial Econometrics, 2004, v. 2, n. 2, p. 211, doi. 10.1093/jjfinec/nbh009
- By:
- Publication type:
- Article
6
LARCH, Leverage, and Long Memory.
- Published in:
- Journal of Financial Econometrics, 2004, v. 2, n. 2, p. 177, doi. 10.1093/jjfinec/nbh008
- By:
- Publication type:
- Article