Practitioners' Corner.
- Published in:
- Journal of Financial Econometrics, 2006, v. 4, n. 1, p. 161
- By:
- Publication type:
- Article
Works matching IS 14798409 AND DT 2006 AND VI 4 AND IP 1
Results: 6
1
2
Incomplete Information, Heterogeneity, and Asset Pricing.
- Published in:
- Journal of Financial Econometrics, 2006, v. 4, n. 1, p. 136, doi. 10.1093/jjfinec/nbj001
- By:
- Publication type:
- Article
3
Periodic Stochastic Volatility and Fat Tails.
- Published in:
- Journal of Financial Econometrics, 2006, v. 4, n. 1, p. 90, doi. 10.1093/jjfinec/nbi023
- By:
- Publication type:
- Article
4
A Classification of Two-Factor Affine Diffusion Term Structure Models.
- Published in:
- Journal of Financial Econometrics, 2006, v. 4, n. 1, p. 31, doi. 10.1093/jjfinec/nbj003
- By:
- Publication type:
- Article
5
Value-at-Risk Prediction: A Comparison of Alternative Strategies.
- Published in:
- Journal of Financial Econometrics, 2006, v. 4, n. 1, p. 53, doi. 10.1093/jjfinec/nbj002
- By:
- Publication type:
- Article
6
Econometrics of Testing for Jumps in Financial Economics Using Bipower Variation.
- Published in:
- Journal of Financial Econometrics, 2006, v. 4, n. 1, p. 1, doi. 10.1093/jjfinec/nbi022
- By:
- Publication type:
- Article