Estimating the Speed of Adjustment of Leverage in the Presence of Interactive Effects*.
- Published in:
- Journal of Financial Econometrics, 2022, v. 20, n. 5, p. 942, doi. 10.1093/jjfinec/nbab002
- By:
- Publication type:
- Article
Works matching IS 14798409 AND DT 2022 AND VI 20 AND IP 5
Results: 7
1
2
Decoupling the Short- and Long-Term Behavior of Stochastic Volatility.
- Published in:
- Journal of Financial Econometrics, 2022, v. 20, n. 5, p. 961, doi. 10.1093/jjfinec/nbaa049
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- Publication type:
- Article
3
Testing for Endogeneity of Covid-19 Patient Assignments*.
- Published in:
- Journal of Financial Econometrics, 2022, v. 20, n. 5, p. 875, doi. 10.1093/jjfinec/nbaa047
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- Publication type:
- Article
4
Multilevel and Tail Risk Management*.
- Published in:
- Journal of Financial Econometrics, 2022, v. 20, n. 5, p. 839, doi. 10.1093/jjfinec/nbaa044
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- Publication type:
- Article
5
Modeling Time-Varying Tail Dependence, with Application to Systemic Risk Forecasting*.
- Published in:
- Journal of Financial Econometrics, 2022, v. 20, n. 5, p. 1007, doi. 10.1093/jjfinec/nbaa043
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- Publication type:
- Article
6
Discriminating Between GARCH Models for Option Pricing by Their Ability to Compute Accurate VIX Measures.
- Published in:
- Journal of Financial Econometrics, 2022, v. 20, n. 5, p. 902, doi. 10.1093/jjfinec/nbaa042
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- Publication type:
- Article
7
Nearly Exact Bayesian Estimation of Non-linear No-Arbitrage Term-Structure Models*.
- Published in:
- Journal of Financial Econometrics, 2022, v. 20, n. 5, p. 807, doi. 10.1093/jjfinec/nbaa037
- By:
- Publication type:
- Article