| nr |
titel |
auteur |
tijdschrift |
jaar |
jaarg. |
afl. |
pagina('s) |
type |
| 1 |
Dynamics of variance risk premia: A new model for disentangling the price of risk
|
Rombouts, Jeroen V.K.
|
|
|
217 |
2 |
p. 312-334
|
artikel
|
| 2 |
Editorial Board
|
|
|
|
217 |
2 |
p. ii
|
artikel
|
| 3 |
Estimation of a multiplicative correlation structure in the large dimensional case
|
Hafner, Christian M.
|
|
|
217 |
2 |
p. 431-470
|
artikel
|
| 4 |
Flexible multivariate Hill estimators
|
Dominicy, Yves
|
|
|
217 |
2 |
p. 398-410
|
artikel
|
| 5 |
Incorporating overnight and intraday returns into multivariate GARCH volatility models
|
Dhaene, Geert
|
|
|
217 |
2 |
p. 471-495
|
artikel
|
| 6 |
Liquidity and volatility in the U.S. Treasury market
|
Nguyen, Giang
|
|
|
217 |
2 |
p. 207-229
|
artikel
|
| 7 |
Multivariate leverage effects and realized semicovariance GARCH models
|
Bollerslev, Tim
|
|
|
217 |
2 |
p. 411-430
|
artikel
|
| 8 |
Nearest comoment estimation with unobserved factors
|
Boudt, Kris
|
|
|
217 |
2 |
p. 381-397
|
artikel
|
| 9 |
Nonlinear financial econometrics JoE special issue introduction
|
Rombouts, Jeroen V.K.
|
|
|
217 |
2 |
p. 203-206
|
artikel
|
| 10 |
Nonlinearities and regimes in conditional correlations with different dynamics
|
Bauwens, Luc
|
|
|
217 |
2 |
p. 496-522
|
artikel
|
| 11 |
Partially censored posterior for robust and efficient risk evaluation
|
Borowska, Agnieszka
|
|
|
217 |
2 |
p. 335-355
|
artikel
|
| 12 |
Spanning tests for Markowitz stochastic dominance
|
Arvanitis, Stelios
|
|
|
217 |
2 |
p. 291-311
|
artikel
|
| 13 |
The leverage effect puzzle revisited: Identification in discrete time
|
Han, Hyojin
|
|
|
217 |
2 |
p. 230-258
|
artikel
|
| 14 |
Virtual Historical Simulation for estimating the conditional VaR of large portfolios
|
Francq, Christian
|
|
|
217 |
2 |
p. 356-380
|
artikel
|
| 15 |
Volatility estimation and jump detection for drift–diffusion processes
|
Laurent, Sébastien
|
|
|
217 |
2 |
p. 259-290
|
artikel
|
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