Modeling a Multivariate Transaction Process.
- Published in:
- Journal of Financial Econometrics, 2008, v. 6, n. 1, p. 143, doi. 10.1093/jjfinec/nbm020
- By:
- Publication type:
- Article
Works matching IS 14798409 AND DT 2008 AND VI 6 AND IP 1
Results: 5
1
2
Evidence on Simulation Inference for Near Unit-Root Processes with Implications for Term Structure Estimation.
- Published in:
- Journal of Financial Econometrics, 2008, v. 6, n. 1, p. 108, doi. 10.1093/jjfinec/nbm014
- By:
- Publication type:
- Article
3
Nonparametric Estimation of Expected Shortfall.
- Published in:
- Journal of Financial Econometrics, 2008, v. 6, n. 1, p. 87, doi. 10.1093/jjfinec/nbm019
- By:
- Publication type:
- Article
4
Sorting, Firm Characteristics, and Time-varying Risk: An Econometric Analysis.
- Published in:
- Journal of Financial Econometrics, 2008, v. 6, n. 1, p. 49, doi. 10.1093/jjfinec/nbm018
- By:
- Publication type:
- Article
5
Size and Value Anomalies under Regime Shifts.
- Published in:
- Journal of Financial Econometrics, 2008, v. 6, n. 1, p. 1, doi. 10.1093/jjfinec/nbm021
- By:
- Publication type:
- Article