Modeling International Financial Returns with a Multivariate Regime-switching Copula.
- Published in:
- Journal of Financial Econometrics, 2009, v. 7, n. 4, p. 437, doi. 10.1093/jjfinec/nbp014
- By:
- Publication type:
- Article
Works matching IS 14798409 AND DT 2009 AND VI 7 AND IP 4
Results: 9
1
2
Editors.
- Published in:
- Journal of Financial Econometrics, 2009, v. 7, n. 4, p. i, doi. 10.1093/jjfinec/nbp019
- Publication type:
- Article
3
Modeling Multivariate Autoregressive Conditional Heteroskedasticity with the Double Smooth Transition Conditional Correlation GARCH Model.
- Published in:
- Journal of Financial Econometrics, 2009, v. 7, n. 4, p. 373, doi. 10.1093/jjfinec/nbp013
- By:
- Publication type:
- Article
4
Special Issue on “Multivariate Volatility Models”.
- Published in:
- Journal of Financial Econometrics, 2009, v. 7, n. 4, p. 339, doi. 10.1093/jjfinec/nbp017
- By:
- Publication type:
- Article
5
Contents.
- Published in:
- 2009
- Publication type:
- Table of Contents
6
CHICAGO: A Fast and Accurate Method for Portfolio Risk Calculation.
- Published in:
- Journal of Financial Econometrics, 2009, v. 7, n. 4, p. 412, doi. 10.1093/jjfinec/nbp011
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- Publication type:
- Article
7
Subscriptions.
- Published in:
- Journal of Financial Econometrics, 2009, v. 7, n. 4, p. iii, doi. 10.1093/jjfinec/nbp018
- Publication type:
- Article
8
A Latent Factor Model of Multivariate Conditional Heteroscedasticity.
- Published in:
- Journal of Financial Econometrics, 2009, v. 7, n. 4, p. 481, doi. 10.1093/jjfinec/nbp016
- By:
- Publication type:
- Article
9
Range-Based Covariance Estimation Using High-Frequency Data: The Realized Co-Range*.
- Published in:
- Journal of Financial Econometrics, 2009, v. 7, n. 4, p. 341, doi. 10.1093/jjfinec/nbp012
- By:
- Publication type:
- Article