Forecasting Bond Yields with Segmented Term Structure Models.
- Published in:
- Journal of Financial Econometrics, 2018, v. 16, n. 1, p. 1, doi. 10.1093/jjfinec/nbx002
- By:
- Publication type:
- Article
Works matching IS 14798409 AND DT 2018 AND VI 16 AND IP 1
Results: 5
1
2
An Exponential Chi-Squared QMLE for Log-GARCH Models Via the ARMA Representation.
- Published in:
- Journal of Financial Econometrics, 2018, v. 16, n. 1, p. 129, doi. 10.1093/jjfinec/nbx032
- By:
- Publication type:
- Article
3
Testing for Co-jumps in Financial Markets.
- Published in:
- Journal of Financial Econometrics, 2018, v. 16, n. 1, p. 118, doi. 10.1093/jjfinec/nbx028
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- Publication type:
- Article
4
Modeling Systemic Risk: Time-Varying Tail Dependence When Forecasting Marginal Expected Shortfall.
- Published in:
- Journal of Financial Econometrics, 2018, v. 16, n. 1, p. 63, doi. 10.1093/jjfinec/nbx026
- By:
- Publication type:
- Article
5
Dissecting the 2007-2009 Real Estate Market Bust: Systematic Pricing Correction or Just a Housing Fad?
- Published in:
- Journal of Financial Econometrics, 2018, v. 16, n. 1, p. 34, doi. 10.1093/jjfinec/nbx023
- By:
- Publication type:
- Article