Jump Spillover in International Equity Markets.
- Published in:
- Journal of Financial Econometrics, 2006, v. 4, n. 2, p. 167, doi. 10.1093/jjfinec/nbj005
- By:
- Publication type:
- Article
Works matching IS 14798409 AND DT 2006 AND VI 4 AND IP 2
Results: 6
1
2
Empirical Comparisons in Short-Term Interest Rate Models Using Nonparametric Methods.
- Published in:
- Journal of Financial Econometrics, 2006, v. 4, n. 2, p. 310, doi. 10.1093/jjfinec/nbj007
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- Publication type:
- Article
3
Practitioners' Corner.
- Published in:
- Journal of Financial Econometrics, 2006, v. 4, n. 2, p. 346, doi. 10.1093/jjfinec/nbj010
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- Publication type:
- Article
4
The Generalized Hyperbolic Skew Student's t-Distribution.
- Published in:
- Journal of Financial Econometrics, 2006, v. 4, n. 2, p. 275, doi. 10.1093/jjfinec/nbj006
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- Publication type:
- Article
5
Structural Breaks and Predictive Regression Models of Aggregate U.S. Stock Returns.
- Published in:
- Journal of Financial Econometrics, 2006, v. 4, n. 2, p. 238, doi. 10.1093/jjfinec/nbj008
- By:
- Publication type:
- Article
6
A Semiparametric Two-Factor Term Structure Model.
- Published in:
- Journal of Financial Econometrics, 2006, v. 4, n. 2, p. 204, doi. 10.1093/jjfinec/nbj009
- By:
- Publication type:
- Article