An Anatomy of Industry Merger Waves.
- Published in:
- Journal of Financial Econometrics, 2019, v. 17, n. 2, p. 153, doi. 10.1093/jjfinec/nby025
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- Publication type:
- Article
Works matching IS 14798409 AND DT 2019 AND VI 17 AND IP 2
Results: 5
1
2
Likelihood Inference for a COGARCH Process Using Sequential Monte Carlo.
- Published in:
- Journal of Financial Econometrics, 2019, v. 17, n. 2, p. 229, doi. 10.1093/jjfinec/nby012
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- Publication type:
- Article
3
FARVaR: Functional Autoregressive Value-at-Risk.
- Published in:
- Journal of Financial Econometrics, 2019, v. 17, n. 2, p. 284, doi. 10.1093/jjfinec/nby031
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- Publication type:
- Article
4
Comparing Predictive Accuracy under Long Memory, With an Application to Volatility Forecasting.
- Published in:
- Journal of Financial Econometrics, 2019, v. 17, n. 2, p. 180, doi. 10.1093/jjfinec/nby011
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- Publication type:
- Article
5
Realized Peaks over Threshold: A Time-Varying Extreme Value Approach with High-Frequency-Based Measures.
- Published in:
- Journal of Financial Econometrics, 2019, v. 17, n. 2, p. 254, doi. 10.1093/jjfinec/nbz003
- By:
- Publication type:
- Article