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Works matching IS 14798409 AND DT 2018 AND VI 16 AND IP 3

Results: 5

1

The Risk and Return Conundrum Explained: International Evidence.

Published in:

Journal of Financial Econometrics, 2018, v. 16, n. 3, p. 486, doi. 10.1093/jjfinec/nby014

By:

Savva, Christos S;
Theodossiou, Panayiotis

Publication type:

Article

2

A Flexible Generalized Hyperbolic Option Pricing Model and Its Special Cases.

Published in:

Journal of Financial Econometrics, 2018, v. 16, n. 3, p. 425, doi. 10.1093/jjfinec/nbx030

By:

Yeap, Claudia;
Kwok, Simon S;
Choy, S T Boris

Publication type:

Article

3

Bayesian Dynamic Modeling of High-Frequency Integer Price Changes.

Published in:

Journal of Financial Econometrics, 2018, v. 16, n. 3, p. 384, doi. 10.1093/jjfinec/nby010

By:

Barra, István;
Borowska, Agnieszka;
Koopman, Siem Jan

Publication type:

Article

4

Dynamic Functional Regression with Application to the Cross-section of Returns.

Published in:

Journal of Financial Econometrics, 2018, v. 16, n. 3, p. 461, doi. 10.1093/jjfinec/nbx027

By:

Kokoszka, Piotr;
Miao, Hong;
Reimherr, Matthew;
Taoufik, Bahaeddine

Publication type:

Article

5

Downside Variance Risk Premium.

Published in:

Journal of Financial Econometrics, 2018, v. 16, n. 3, p. 341, doi. 10.1093/jjfinec/nbx020

By:

Feunou, Bruno;
Jahan-Parvar, Mohammad R;
Okou, Cédric

Publication type:

Article