A Cohort Analysis of Equity Shares in Japanese Household Financial Assets.
- Published in:
- Journal of Financial Econometrics, 2011, v. 9, n. 2, p. 409, doi. 10.1093/jjfinec/nbp022
- By:
- Publication type:
- Article
Works matching IS 14798409 AND DT 2011 AND VI 9 AND IP 2
Results: 6
1
2
Backtesting Value-at-Risk: A GMM Duration-Based Test.
- Published in:
- Journal of Financial Econometrics, 2011, v. 9, n. 2, p. 314, doi. 10.1093/jjfinec/nbq025
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- Publication type:
- Article
3
Estimating Covariance via Fourier Method in the Presence of Asynchronous Trading and Microstructure Noise.
- Published in:
- Journal of Financial Econometrics, 2011, v. 9, n. 2, p. 367, doi. 10.1093/jjfinec/nbq031
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- Publication type:
- Article
4
Approximate Derivative Pricing for Large Classes of Homogeneous Assets with Systematic Risk.
- Published in:
- Journal of Financial Econometrics, 2011, v. 9, n. 2, p. 237, doi. 10.1093/jjfinec/nbr001
- By:
- Publication type:
- Article
5
Robust Value at Risk Prediction.
- Published in:
- Journal of Financial Econometrics, 2011, v. 9, n. 2, p. 281, doi. 10.1093/jjfinec/nbq035
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- Publication type:
- Article
6
A New Approach for the Dynamics of Ultra-High-Frequency Data: The Model with Uncertainty Zones.
- Published in:
- Journal of Financial Econometrics, 2011, v. 9, n. 2, p. 344, doi. 10.1093/jjfinec/nbq023
- By:
- Publication type:
- Article