| nr |
titel |
auteur |
tijdschrift |
jaar |
jaarg. |
afl. |
pagina('s) |
type |
| 1 |
A joint econometric model of macroeconomic and term-structure dynamics
|
Hördahl, Peter
|
|
2006
|
131 |
1-2 |
p. 405-444
40 p.
|
artikel
|
| 2 |
A multiple indicators model for volatility using intra-daily data
|
Engle, Robert F.
|
|
2006
|
131 |
1-2 |
p. 3-27
25 p.
|
artikel
|
| 3 |
An empirical investigation of the usefulness of ARFIMA models for predicting macroeconomic and financial time series
|
Bhardwaj, Geetesh
|
|
2006
|
131 |
1-2 |
p. 539-578
40 p.
|
artikel
|
| 4 |
A time series model for an exchange rate in a target zone with applications
|
Lundbergh, Stefan
|
|
2006
|
131 |
1-2 |
p. 579-609
31 p.
|
artikel
|
| 5 |
Author index to volume 131
|
|
|
2006
|
131 |
1-2 |
p. 611-612
2 p.
|
artikel
|
| 6 |
Breaks and persistency: macroeconomic causes of stock market volatility
|
Beltratti, A.
|
|
2006
|
131 |
1-2 |
p. 151-177
27 p.
|
artikel
|
| 7 |
Consistent ranking of volatility models
|
Hansen, Peter Reinhard
|
|
2006
|
131 |
1-2 |
p. 97-121
25 p.
|
artikel
|
| 8 |
Editorial Board
|
|
|
2006
|
131 |
1-2 |
p. CO2-
1 p.
|
artikel
|
| 9 |
Evaluating latent and observed factors in macroeconomics and finance
|
Bai, Jushan
|
|
2006
|
131 |
1-2 |
p. 507-537
31 p.
|
artikel
|
| 10 |
Financial factors, macroeconomic information and the Expectations Theory of the term structure of interest rates
|
Carriero, Andrea
|
|
2006
|
131 |
1-2 |
p. 339-358
20 p.
|
artikel
|
| 11 |
Forecasting realized volatility using a long-memory stochastic volatility model: estimation, prediction and seasonal adjustment
|
Deo, Rohit
|
|
2006
|
131 |
1-2 |
p. 29-58
30 p.
|
artikel
|
| 12 |
Impact of jumps on returns and realised variances: econometric analysis of time-deformed Lévy processes
|
Barndorff-Nielsen, Ole E.
|
|
2006
|
131 |
1-2 |
p. 217-252
36 p.
|
artikel
|
| 13 |
Multivariate Jacobi process with application to smooth transitions
|
Gourieroux, Christian
|
|
2006
|
131 |
1-2 |
p. 475-505
31 p.
|
artikel
|
| 14 |
Option valuation with conditional skewness
|
Christoffersen, Peter
|
|
2006
|
131 |
1-2 |
p. 253-284
32 p.
|
artikel
|
| 15 |
Predicting volatility: getting the most out of return data sampled at different frequencies
|
Ghysels, Eric
|
|
2006
|
131 |
1-2 |
p. 59-95
37 p.
|
artikel
|
| 16 |
Regime switching for dynamic correlations
|
Pelletier, Denis
|
|
2006
|
131 |
1-2 |
p. 445-473
29 p.
|
artikel
|
| 17 |
Term structure of risk under alternative econometric specifications
|
Guidolin, Massimo
|
|
2006
|
131 |
1-2 |
p. 285-308
24 p.
|
artikel
|
| 18 |
The econometrics of macroeconomics, finance, and the interface
|
Diebold, F.X.
|
|
2006
|
131 |
1-2 |
p. 1-2
2 p.
|
artikel
|
| 19 |
The macroeconomy and the yield curve: a dynamic latent factor approach
|
Diebold, Francis X.
|
|
2006
|
131 |
1-2 |
p. 309-338
30 p.
|
artikel
|
| 20 |
Volatility comovement: a multifrequency approach
|
Calvet, Laurent E.
|
|
2006
|
131 |
1-2 |
p. 179-215
37 p.
|
artikel
|
| 21 |
Volatility puzzles: a simple framework for gauging return-volatility regressions
|
Bollerslev, Tim
|
|
2006
|
131 |
1-2 |
p. 123-150
28 p.
|
artikel
|
| 22 |
What does the yield curve tell us about GDP growth?
|
Ang, Andrew
|
|
2006
|
131 |
1-2 |
p. 359-403
45 p.
|
artikel
|
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