Works matching IS 14798409 AND DT 2020 AND VI 18 AND IP 2
Results: 9
Understanding Cryptocurrencies.
- Published in:
- Journal of Financial Econometrics, 2020, v. 18, n. 2, p. 181, doi. 10.1093/jjfinec/nbz033
- By:
- Publication type:
- Article
Investing with Cryptocurrencies—a Liquidity Constrained Investment Approach.
- Published in:
- Journal of Financial Econometrics, 2020, v. 18, n. 2, p. 280, doi. 10.1093/jjfinec/nbz016
- By:
- Publication type:
- Article
Unified Inference for an AR Process Regardless of Finite or Infinite Variance GARCH Errors.
- Published in:
- Journal of Financial Econometrics, 2020, v. 18, n. 2, p. 425, doi. 10.1093/jjfinec/nbz015
- By:
- Publication type:
- Article
The Threshold GARCH Model: Estimation and Density Forecasting for Financial Returns.
- Published in:
- Journal of Financial Econometrics, 2020, v. 18, n. 2, p. 395, doi. 10.1093/jjfinec/nbz014
- By:
- Publication type:
- Article
Comparing Asset Pricing Models by the Conditional Hansen-Jagannathan Distance.
- Published in:
- Journal of Financial Econometrics, 2020, v. 18, n. 2, p. 333, doi. 10.1093/jjfinec/nbz013
- By:
- Publication type:
- Article
A GMM Skewness and Kurtosis Ratio Test for Higher Moment Dependence.
- Published in:
- Journal of Financial Econometrics, 2020, v. 18, n. 2, p. 307, doi. 10.1093/jjfinec/nbz011
- By:
- Publication type:
- Article
Testing for Bubbles in Cryptocurrencies with Time-Varying Volatility.
- Published in:
- Journal of Financial Econometrics, 2020, v. 18, n. 2, p. 233, doi. 10.1093/jjfinec/nby023
- By:
- Publication type:
- Article
High-Frequency Jump Analysis of the Bitcoin Market.
- Published in:
- Journal of Financial Econometrics, 2020, v. 18, n. 2, p. 209, doi. 10.1093/jjfinec/nby013
- By:
- Publication type:
- Article
Pricing Cryptocurrency Options.
- Published in:
- Journal of Financial Econometrics, 2020, v. 18, n. 2, p. 250, doi. 10.1093/jjfinec/nbaa006
- By:
- Publication type:
- Article