Modeling Realized Covariances and Returns.
- Published in:
- Journal of Financial Econometrics, 2013, v. 11, n. 2, p. 335, doi. 10.1093/jjfinec/nbs022
- By:
- Publication type:
- Article
Works matching IS 14798409 AND DT 2013 AND VI 11 AND IP 2
Results: 6
1
2
Change-Points in Affine Arbitrage-Free Term Structure Models.
- Published in:
- Journal of Financial Econometrics, 2013, v. 11, n. 2, p. 302, doi. 10.1093/jjfinec/nbs004
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- Publication type:
- Article
3
Component-Driven Regime-Switching Volatility.
- Published in:
- Journal of Financial Econometrics, 2013, v. 11, n. 2, p. 263, doi. 10.1093/jjfinec/nbs023
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- Publication type:
- Article
4
Default, Liquidity, and Crises: an Econometric Framework.
- Published in:
- Journal of Financial Econometrics, 2013, v. 11, n. 2, p. 221, doi. 10.1093/jjfinec/nbs020
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- Publication type:
- Article
5
Comparing Univariate and Multivariate Models to Forecast Portfolio Value-at-Risk.
- Published in:
- Journal of Financial Econometrics, 2013, v. 11, n. 2, p. 400, doi. 10.1093/jjfinec/nbs015
- By:
- Publication type:
- Article
6
Shape Invariant Modeling of Pricing Kernels and Risk Aversion.
- Published in:
- Journal of Financial Econometrics, 2013, v. 11, n. 2, p. 370, doi. 10.1093/jjfinec/nbs019
- By:
- Publication type:
- Article