A New Look at the Forward Premium Puzzle.
- Published in:
- Journal of Financial Econometrics, 2009, v. 7, n. 3, p. 312, doi. 10.1093/jjfinec/nbp002
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- Publication type:
- Article
Works matching IS 14798409 AND DT 2009 AND VI 7 AND IP 3
Results: 6
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Using High-Frequency Transaction Data to Estimate the Probability of Informed Trading.
- Published in:
- Journal of Financial Econometrics, 2009, v. 7, n. 3, p. 288, doi. 10.1093/jjfinec/nbp005
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- Publication type:
- Article
3
Measuring Event Risk.
- Published in:
- Journal of Financial Econometrics, 2009, v. 7, n. 3, p. 265, doi. 10.1093/jjfinec/nbp003
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- Publication type:
- Article
4
A Dynamic Asset Pricing Model with Time-Varying Factor and Idiosyncratic Risk.
- Published in:
- Journal of Financial Econometrics, 2009, v. 7, n. 3, p. 247, doi. 10.1093/jjfinec/nbp006
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- Publication type:
- Article
5
Inference on Risk-Neutral Measures for Incomplete Markets.
- Published in:
- Journal of Financial Econometrics, 2009, v. 7, n. 3, p. 199, doi. 10.1093/jjfinec/nbp004
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- Publication type:
- Article
6
The JFEC Invited Lecture at the 2008 SoFiE Conference.
- Published in:
- Journal of Financial Econometrics, 2009, v. 7, n. 3, p. 197, doi. 10.1093/jjfinec/nbp008
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- Publication type:
- Article