Structural Conditional Correlation.
- Published in:
- Journal of Financial Econometrics, 2010, v. 8, n. 3, p. 392, doi. 10.1093/jjfinec/nbp025
- By:
- Publication type:
- Article
Works matching IS 14798409 AND DT 2010 AND VI 8 AND IP 3
Results: 5
1
2
Forecast Precision and Portfolio Performance.
- Published in:
- Journal of Financial Econometrics, 2010, v. 8, n. 3, p. 265, doi. 10.1093/jjfinec/nbq018
- By:
- Publication type:
- Article
3
Understanding Analysts’ Earnings Expectations: Biases, Nonlinearities, and Predictability.
- Published in:
- Journal of Financial Econometrics, 2010, v. 8, n. 3, p. 305, doi. 10.1093/jjfinec/nbp024
- By:
- Publication type:
- Article
4
An ACD-ECOGARCH(1,1) Model.
- Published in:
- Journal of Financial Econometrics, 2010, v. 8, n. 3, p. 335, doi. 10.1093/jjfinec/nbp023
- By:
- Publication type:
- Article
5
Generalized Moment Tests for Autoregressive Conditional Duration Models.
- Published in:
- Journal of Financial Econometrics, 2010, v. 8, n. 3, p. 345, doi. 10.1093/jjfinec/nbq016
- By:
- Publication type:
- Article