Identifying Speculative Bubbles Using an Infinite Hidden Markov Model.
- Published in:
- Journal of Financial Econometrics, 2015, v. 14, n. 1, p. 159, doi. 10.1093/jjfinec/nbu025
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- Publication type:
- Article
Works matching IS 14798409 AND DT 2015 AND VI 14 AND IP 1
Results: 6
1
2
Bayesian Expected Shortfall Forecasting Incorporating the Intraday Range.
- Published in:
- Journal of Financial Econometrics, 2015, v. 14, n. 1, p. 128, doi. 10.1093/jjfinec/nbu022
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- Publication type:
- Article
3
Trans-Atlantic Equity Volatility Connectedness: U.S. and European Financial Institutions, 2004–2014.
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- Journal of Financial Econometrics, 2015, v. 14, n. 1, p. 81, doi. 10.1093/jjfinec/nbv021
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- Publication type:
- Article
4
Volatility Jumps and Their Economic Determinants.
- Published in:
- Journal of Financial Econometrics, 2015, v. 14, n. 1, p. 29, doi. 10.1093/jjfinec/nbu028
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- Publication type:
- Article
5
Portfolio Choice in Markets with Contagion.
- Published in:
- Journal of Financial Econometrics, 2015, v. 14, n. 1, p. 1, doi. 10.1093/jjfinec/nbv024
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- Publication type:
- Article
6
Semi-parametric Conditional Quantile Models for Financial Returns and Realized Volatility.
- Published in:
- Journal of Financial Econometrics, 2015, v. 14, n. 1, p. 185, doi. 10.1093/jjfinec/nbu029
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- Publication type:
- Article