| nr |
titel |
auteur |
tijdschrift |
jaar |
jaarg. |
afl. |
pagina('s) |
type |
| 1 |
Accurate value-at-risk forecasting based on the normal-GARCH model
|
Hartz, Christoph
|
|
2006
|
51 |
4 |
p. 2295-2312
18 p.
|
artikel
|
| 2 |
A class of nonlinear stochastic volatility models and its implications for pricing currency options
|
Yu, Jun
|
|
2006
|
51 |
4 |
p. 2218-2231
14 p.
|
artikel
|
| 3 |
A dynamic model of expected bond returns: A functional gradient descent approach
|
Audrino, Francesco
|
|
2006
|
51 |
4 |
p. 2267-2277
11 p.
|
artikel
|
| 4 |
Comparison of nonnested asymmetric heteroskedastic models
|
Chen, Cathy W.S.
|
|
2006
|
51 |
4 |
p. 2164-2178
15 p.
|
artikel
|
| 5 |
Contents
|
|
|
2006
|
51 |
4 |
p. vi-vii
nvt p.
|
artikel
|
| 6 |
Editorial Board
|
|
|
2006
|
51 |
4 |
p. iii-v
nvt p.
|
artikel
|
| 7 |
Extremal financial risk models and portfolio evaluation
|
Zhang, Zhengjun
|
|
2006
|
51 |
4 |
p. 2313-2338
26 p.
|
artikel
|
| 8 |
Fast algorithm for nonparametric arbitrage-free SPD estimation
|
Hlávka, Zdeněk
|
|
2006
|
51 |
4 |
p. 2339-2349
11 p.
|
artikel
|
| 9 |
Financial econometric analysis at ultra-high frequency: Data handling concerns
|
Brownlees, C.T.
|
|
2006
|
51 |
4 |
p. 2232-2245
14 p.
|
artikel
|
| 10 |
Nonlinear dynamics in Nasdaq dealer quotes
|
Frijns, Bart
|
|
2006
|
51 |
4 |
p. 2246-2266
21 p.
|
artikel
|
| 11 |
On the applicability of stochastic volatility models
|
Suk Kim, Myung
|
|
2006
|
51 |
4 |
p. 2210-2217
8 p.
|
artikel
|
| 12 |
Pairwise likelihood inference for ordinal categorical time series
|
Varin, Cristiano
|
|
2006
|
51 |
4 |
p. 2365-2373
9 p.
|
artikel
|
| 13 |
Regime-switching Pareto distributions for ACD models
|
De Luca, Giovanni
|
|
2006
|
51 |
4 |
p. 2179-2191
13 p.
|
artikel
|
| 14 |
Semiparametric estimation in perturbed long memory series
|
Arteche, J.
|
|
2006
|
51 |
4 |
p. 2118-2141
24 p.
|
artikel
|
| 15 |
Special Issue on Nonlinear Modelling and Financial Econometrics
|
Amendola, Alessandra
|
|
2006
|
51 |
4 |
p. 2115-2117
3 p.
|
artikel
|
| 16 |
Stylized facts of financial time series and hidden semi-Markov models
|
Bulla, Jan
|
|
2006
|
51 |
4 |
p. 2192-2209
18 p.
|
artikel
|
| 17 |
Testing for multivariate autoregressive conditional heteroskedasticity using wavelets
|
Duchesne, Pierre
|
|
2006
|
51 |
4 |
p. 2142-2163
22 p.
|
artikel
|
| 18 |
Testing the martingale difference hypothesis using integrated regression functions
|
Escanciano, J. Carlos
|
|
2006
|
51 |
4 |
p. 2278-2294
17 p.
|
artikel
|
| 19 |
Time series of count data: modeling, estimation and diagnostics
|
Jung, Robert C.
|
|
2006
|
51 |
4 |
p. 2350-2364
15 p.
|
artikel
|
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