Conditional Skewness with Quantile Regression Models: SoFiE Presidential Address and a Tribute to Hal White.
- Published in:
- 2014
- By:
- Publication type:
- Speech
Works matching IS 14798409 AND DT 2014 AND VI 12 AND IP 4
Results: 7
1
2
Introduction to Special Issue of Journal of Financial Econometrics in Honor of Hal White.
- Published in:
- Journal of Financial Econometrics, 2014, v. 12, n. 4, p. 615, doi. 10.1093/jjfinec/nbu013
- By:
- Publication type:
- Article
3
Bond Returns and Market Expectations.
- Published in:
- Journal of Financial Econometrics, 2014, v. 12, n. 4, p. 708, doi. 10.1093/jjfinec/nbu012
- By:
- Publication type:
- Article
4
Measuring Comovements by Regression Quantiles.
- Published in:
- Journal of Financial Econometrics, 2014, v. 12, n. 4, p. 645, doi. 10.1093/jjfinec/nbu009
- By:
- Publication type:
- Article
5
A Generalized Stepwise Procedure with Improved Power for Multiple Inequalities Testing.
- Published in:
- Journal of Financial Econometrics, 2014, v. 12, n. 4, p. 730, doi. 10.1093/jjfinec/nbu014
- By:
- Publication type:
- Article
6
Bootstrap Inference for Pre-averaged Realized Volatility based on Nonoverlapping Returns.
- Published in:
- Journal of Financial Econometrics, 2014, v. 12, n. 4, p. 679, doi. 10.1093/jjfinec/nbu011
- By:
- Publication type:
- Article
7
Homage to Halbert White1.
- Published in:
- 2014
- By:
- Publication type:
- Obituary