Regime Switching and Bond Pricing.
- Published in:
- Journal of Financial Econometrics, 2014, v. 12, n. 2, p. 237, doi. 10.1093/jjfinec/nbt019
- By:
- Publication type:
- Article
Works matching IS 14798409 AND DT 2014 AND VI 12 AND IP 2
Results: 6
1
2
Testing for Long Memory in Potentially Nonstationary Perturbed Fractional Processes.
- Published in:
- Journal of Financial Econometrics, 2014, v. 12, n. 2, p. 329, doi. 10.1093/jjfinec/nbs027
- By:
- Publication type:
- Article
3
Pricing Stock Market Volatility: Does it Mailer whether the Volatility is Related to the Business Cycle?
- Published in:
- Journal of Financial Econometrics, 2014, v. 12, n. 2, p. 307, doi. 10.1093/jjfinec/nbt014
- By:
- Publication type:
- Article
4
Improving Asset Price Prediction When All Models are False.
- Published in:
- Journal of Financial Econometrics, 2014, v. 12, n. 2, p. 278, doi. 10.1093/jjfinec/nbt001
- By:
- Publication type:
- Article
5
Semiparametric Density Forecasts of Daily Financial Returns from Intraday Data.
- Published in:
- Journal of Financial Econometrics, 2014, v. 12, n. 2, p. 408, doi. 10.1093/jjfinec/nbt016
- By:
- Publication type:
- Article
6
One-step Semiparametric Estimation of the GARCH Model.
- Published in:
- Journal of Financial Econometrics, 2014, v. 12, n. 2, p. 382, doi. 10.1093/jjfinec/nbt013
- By:
- Publication type:
- Article