| nr |
titel |
auteur |
tijdschrift |
jaar |
jaarg. |
afl. |
pagina('s) |
type |
| 1 |
A discrete-time model for daily S & P500 returns and realized variations: Jumps and leverage effects
|
Bollerslev, Tim
|
|
2009
|
150 |
2 |
p. 151-166
16 p.
|
artikel
|
| 2 |
Assessing value at risk with CARE, the Conditional Autoregressive Expectile models
|
Kuan, Chung-Ming
|
|
2009
|
150 |
2 |
p. 261-270
10 p.
|
artikel
|
| 3 |
A two-stage realized volatility approach to estimation of diffusion processes with discrete data
|
Phillips, Peter C.B.
|
|
2009
|
150 |
2 |
p. 139-150
12 p.
|
artikel
|
| 4 |
Copula-based multivariate GARCH model with uncorrelated dependent errors
|
Lee, Tae-Hwy
|
|
2009
|
150 |
2 |
p. 207-218
12 p.
|
artikel
|
| 5 |
Discrete choice modeling with nonstationary panels applied to exchange rate regime choice
|
Jin, Sainan
|
|
2009
|
150 |
2 |
p. 312-321
10 p.
|
artikel
|
| 6 |
Editorial Board
|
|
|
2009
|
150 |
2 |
p. IFC-
1 p.
|
artikel
|
| 7 |
Estimating the structural credit risk model when equity prices are contaminated by trading noises
|
Duan, Jin-Chuan
|
|
2009
|
150 |
2 |
p. 288-296
9 p.
|
artikel
|
| 8 |
Exact and asymptotic tests for possibly non-regular hypotheses on stochastic volatility models
|
Dufour, Jean-Marie
|
|
2009
|
150 |
2 |
p. 193-206
14 p.
|
artikel
|
| 9 |
Extracting a common stochastic trend: Theory with some applications
|
Chang, Yoosoon
|
|
2009
|
150 |
2 |
p. 231-247
17 p.
|
artikel
|
| 10 |
Forecasts of US short-term interest rates: A flexible forecast combination approach
|
Guidolin, Massimo
|
|
2009
|
150 |
2 |
p. 297-311
15 p.
|
artikel
|
| 11 |
Granger causality in risk and detection of extreme risk spillover between financial markets
|
Hong, Yongmiao
|
|
2009
|
150 |
2 |
p. 271-287
17 p.
|
artikel
|
| 12 |
Guest editors’ introduction
|
Kuan, Chung-Ming
|
|
2009
|
150 |
2 |
p. 117-118
2 p.
|
artikel
|
| 13 |
Maximum entropy autoregressive conditional heteroskedasticity model
|
Park, Sung Y.
|
|
2009
|
150 |
2 |
p. 219-230
12 p.
|
artikel
|
| 14 |
Predictive density estimators for daily volatility based on the use of realized measures
|
Corradi, Valentina
|
|
2009
|
150 |
2 |
p. 119-138
20 p.
|
artikel
|
| 15 |
Quantile cointegrating regression
|
Xiao, Zhijie
|
|
2009
|
150 |
2 |
p. 248-260
13 p.
|
artikel
|
| 16 |
The role of beliefs in inference for rational expectations models
|
Lehmann, Bruce N.
|
|
2009
|
150 |
2 |
p. 322-331
10 p.
|
artikel
|
| 17 |
The structure of dynamic correlations in multivariate stochastic volatility models
|
Asai, Manabu
|
|
2009
|
150 |
2 |
p. 182-192
11 p.
|
artikel
|
| 18 |
The Wishart Autoregressive process of multivariate stochastic volatility
|
Gourieroux, C.
|
|
2009
|
150 |
2 |
p. 167-181
15 p.
|
artikel
|
Tijdschrift beschrijving