Disentangling Continuous Volatility from Jumps in Long-Run Risk–Return Relationships.
- Published in:
- Journal of Financial Econometrics, 2014, v. 12, n. 3, p. 544, doi. 10.1093/jjfinec/nbt017
- By:
- Publication type:
- Article
Works matching IS 14798409 AND DT 2014 AND VI 12 AND IP 3
Results: 5
1
2
Empirical Asset Pricing with Nonlinear Risk Premia.
- Published in:
- Journal of Financial Econometrics, 2014, v. 12, n. 3, p. 479
- By:
- Publication type:
- Article
3
Mixed-frequency Cointegrating Regressions with Parsimonious Distributed Lag Structures.
- Published in:
- Journal of Financial Econometrics, 2014, v. 12, n. 3, p. 584, doi. 10.1093/jjfinec/nbt010
- By:
- Publication type:
- Article
4
Identifying Asymmetric Comovements of International Stock Market Returns.
- Published in:
- Journal of Financial Econometrics, 2014, v. 12, n. 3, p. 507
- By:
- Publication type:
- Article
5
The Economic Value of Volatility Forecasts: A Conditional Approach.
- Published in:
- Journal of Financial Econometrics, 2014, v. 12, n. 3, p. 433, doi. 10.1093/jjfinec/nbt021
- By:
- Publication type:
- Article