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Works matching IS 14798409 AND DT 2016 AND VI 14 AND IP 3

Results: 6

1

Tradability Premium on the S&P 500 Index.

Published in:

Journal of Financial Econometrics, 2016, v. 14, n. 3, p. 461, doi. 10.1093/jjfinec/nbv019

By:

Gourieroux, Christian;
Jasiak, Joann;
Xu, Peng

Publication type:

Article

2

Overnight News and Daily Equity Trading Risk Limits.

Published in:

Journal of Financial Econometrics, 2016, v. 14, n. 3, p. 525, doi. 10.1093/jjfinec/nbu032

By:

Ahoniemi, Katja;
Fuertes, Ana-Maria;
Olmo, Jose

Publication type:

Article

3

Macro-Finance Determinants of the Long-Run Stock–Bond Correlation: The DCC-MIDAS Specification.

Published in:

Journal of Financial Econometrics, 2016, v. 14, n. 3, p. 617, doi. 10.1093/jjfinec/nbv025

By:

Asgharian, Hossein;
Christiansen, Charlotte;
Hou, Ai Jun

Publication type:

Article

4

Exceedance Correlation Tests for Financial Returns.

Published in:

Journal of Financial Econometrics, 2016, v. 14, n. 3, p. 581, doi. 10.1093/jjfinec/nbv016

By:

Chen, Yi-Ting

Publication type:

Article

5

Efficient Portfolio Selection in a Large Market.

Published in:

Journal of Financial Econometrics, 2016, v. 14, n. 3, p. 496, doi. 10.1093/jjfinec/nbw003

By:

Chen, Jiaqin;
Yuan, Ming

Publication type:

Article

6

Beyond Dimension two: A Test for Higher-Order Tail Risk.

Published in:

Journal of Financial Econometrics, 2016, v. 14, n. 3, p. 552, doi. 10.1093/jjfinec/nbv022

By:

Bormann, Carsten;
Schaumburg, Julia;
Schienle, Melanie

Publication type:

Article