| nr |
titel |
auteur |
tijdschrift |
jaar |
jaarg. |
afl. |
pagina('s) |
type |
| 1 |
Asymptotics for parametric GARCH-in-Mean models
|
Conrad, Christian
|
|
2016
|
194 |
2 |
p. 319-329
11 p.
|
artikel
|
| 2 |
Between data cleaning and inference: Pre-averaging and robust estimators of the efficient price
|
Mykland, Per A.
|
|
2016
|
194 |
2 |
p. 242-262
21 p.
|
artikel
|
| 3 |
Convolutional autoregressive models for functional time series
|
Liu, Xialu
|
|
2016
|
194 |
2 |
p. 263-282
20 p.
|
artikel
|
| 4 |
Copula structured M4 processes with application to high-frequency financial data
|
Zhang, Zhengjun
|
|
2016
|
194 |
2 |
p. 231-241
11 p.
|
artikel
|
| 5 |
Editorial Board
|
|
|
2016
|
194 |
2 |
p. IFC-
1 p.
|
artikel
|
| 6 |
Financial Statistics and Risk Management: An Overview
|
Chen, Rong
|
|
2016
|
194 |
2 |
p. 203-204
2 p.
|
artikel
|
| 7 |
Generalized Yule–Walker estimation for spatio-temporal models with unknown diagonal coefficients
|
Dou, Baojun
|
|
2016
|
194 |
2 |
p. 369-382
14 p.
|
artikel
|
| 8 |
Increased correlation among asset classes: Are volatility or jumps to blame, or both?
|
Aït-Sahalia, Yacine
|
|
2016
|
194 |
2 |
p. 205-219
15 p.
|
artikel
|
| 9 |
Local-momentum autoregression and the modeling of interest rate term structure
|
Duan, Jin-Chuan
|
|
2016
|
194 |
2 |
p. 349-359
11 p.
|
artikel
|
| 10 |
On consistency of minimum description length model selection for piecewise autoregressions
|
Davis, Richard A.
|
|
2016
|
194 |
2 |
p. 360-368
9 p.
|
artikel
|
| 11 |
Robust inference of risks of large portfolios
|
Fan, Jianqing
|
|
2016
|
194 |
2 |
p. 298-308
11 p.
|
artikel
|
| 12 |
Semiparametric dynamic portfolio choice with multiple conditioning variables
|
Chen, Jia
|
|
2016
|
194 |
2 |
p. 309-318
10 p.
|
artikel
|
| 13 |
Tail dependence measure for examining financial extreme co-movements
|
Asimit, Alexandru V.
|
|
2016
|
194 |
2 |
p. 330-348
19 p.
|
artikel
|
| 14 |
Testing super-diagonal structure in high dimensional covariance matrices
|
He, Jing
|
|
2016
|
194 |
2 |
p. 283-297
15 p.
|
artikel
|
| 15 |
Unified discrete-time and continuous-time models and statistical inferences for merged low-frequency and high-frequency financial data
|
Kim, Donggyu
|
|
2016
|
194 |
2 |
p. 220-230
11 p.
|
artikel
|
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