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Works matching IS 14798409 AND DT 2005 AND VI 3 AND IP 2

Results: 6

1

Practitioners' Corner.

Published in:

Journal of Financial Econometrics, 2005, v. 3, n. 2, p. 310, doi. 10.1093/jjfinec/nbi014

By:

Canopius, Adam

Publication type:

Article

2

The BDS Test as a Test for the Adequacy of a GARCH(1,1) Specification: A Monte Carlo Study.

Published in:

Journal of Financial Econometrics, 2005, v. 3, n. 2, p. 282, doi. 10.1093/jjfinec/nbi010

By:

Caporale, Guglielmo Maria;
Ntantamis, Christos;
Pantelidis, Theologos;
Pittis, Nikitas

Publication type:

Article

3

Identification of Factor Models for Forecasting Returns.

Published in:

Journal of Financial Econometrics, 2005, v. 3, n. 2, p. 256, doi. 10.1093/jjfinec/nbi011

By:

Deistler, Manfred;
Hamann, Eva

Publication type:

Article

4

Nonparametric Inference of Value-at-Risk for Dependent Financial Returns.

Published in:

Journal of Financial Econometrics, 2005, v. 3, n. 2, p. 227, doi. 10.1093/jjfinec/nbi012

By:

Song Xi Chen;
Cheng Yong Tang

Publication type:

Article

5

A Test for Symmetry with Leptokurtic Financial Data.

Published in:

Journal of Financial Econometrics, 2005, v. 3, n. 2, p. 169, doi. 10.1093/jjfinec/nbi009

By:

Premaratne, Gamini;
Bera, Anil

Publication type:

Article

6

Stochastic Migration Models with Application to Corporate Risk.

Published in:

Journal of Financial Econometrics, 2005, v. 3, n. 2, p. 188, doi. 10.1093/jjfinec/nbi013

By:

Gagliardini, Patrick;
Gouriéroux, Christian

Publication type:

Article