Causal Change Detection in Possibly Integrated Systems: Revisiting the Money–Income Relationship.
- Published in:
- Journal of Financial Econometrics, 2020, v. 18, n. 1, p. 158, doi. 10.1093/jjfinec/nbz004
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- Publication type:
- Article
Works matching IS 14798409 AND DT 2020 AND VI 18 AND IP 1
Results: 6
1
2
A Jump and Smile Ride: Jump and Variance Risk Premia in Option Pricing.
- Published in:
- Journal of Financial Econometrics, 2020, v. 18, n. 1, p. 121, doi. 10.1093/jjfinec/nbz001
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- Publication type:
- Article
3
Robust Forecast Evaluation of Expected Shortfall.
- Published in:
- Journal of Financial Econometrics, 2020, v. 18, n. 1, p. 95, doi. 10.1093/jjfinec/nby035
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- Publication type:
- Article
4
Equity Premium Forecasts with an Unknown Number of Structural Breaks.
- Published in:
- Journal of Financial Econometrics, 2020, v. 18, n. 1, p. 59, doi. 10.1093/jjfinec/nby034
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- Publication type:
- Article
5
Density Forecast Evaluations via a Simulation-Based Dynamic Probability Integral Transformation.
- Published in:
- Journal of Financial Econometrics, 2020, v. 18, n. 1, p. 24, doi. 10.1093/jjfinec/nby030
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- Publication type:
- Article
6
A Coskewness Shrinkage Approach for Estimating the Skewness of Linear Combinations of Random Variables.
- Published in:
- Journal of Financial Econometrics, 2020, v. 18, n. 1, p. 1, doi. 10.1093/jjfinec/nby022
- By:
- Publication type:
- Article