Habit, Long-Run Risks, Prospect? A Statistical Inquiry.
- Published in:
- Journal of Financial Econometrics, 2011, v. 9, n. 4, p. 589, doi. 10.1093/jjfinec/nbq034
- By:
- Publication type:
- Article
Works matching IS 14798409 AND DT 2011 AND VI 9 AND IP 4
Results: 4
1
2
Merits and Drawbacks of Variance Targeting in GARCH Models.
- Published in:
- Journal of Financial Econometrics, 2011, v. 9, n. 4, p. 619, doi. 10.1093/jjfinec/nbr004
- By:
- Publication type:
- Article
3
Trading Dynamics in the Foreign Exchange Market: A Latent Factor Panel Intensity Approach.
- Published in:
- Journal of Financial Econometrics, 2011, v. 9, n. 4, p. 685, doi. 10.1093/jjfinec/nbq033
- By:
- Publication type:
- Article
4
Outlyingness Weighted Covariation.
- Published in:
- Journal of Financial Econometrics, 2011, v. 9, n. 4, p. 657, doi. 10.1093/jjfinec/nbr003
- By:
- Publication type:
- Article