| nr |
titel |
auteur |
tijdschrift |
jaar |
jaarg. |
afl. |
pagina('s) |
type |
| 1 |
Asset selection based on high frequency Sharpe ratio
|
Wang, Christina Dan
|
|
|
227 |
1 |
p. 168-188
|
artikel
|
| 2 |
A time-varying parameter model for local explosions
|
Blasques, Francisco
|
|
|
227 |
1 |
p. 65-84
|
artikel
|
| 3 |
Bootstrap inference on the boundary of the parameter space, with application to conditional volatility models
|
Cavaliere, Giuseppe
|
|
|
227 |
1 |
p. 241-263
|
artikel
|
| 4 |
Editorial Board
|
|
|
|
227 |
1 |
p. ii
|
artikel
|
| 5 |
Efficient estimation of high-dimensional dynamic covariance by risk factor mapping: Applications for financial risk management
|
So, Mike K.P.
|
|
|
227 |
1 |
p. 151-167
|
artikel
|
| 6 |
Goodness-of-fit testing for time series models via distance covariance
|
Wan, Phyllis
|
|
|
227 |
1 |
p. 4-24
|
artikel
|
| 7 |
Hybrid quantile estimation for asymmetric power GARCH models
|
Wang, Guochang
|
|
|
227 |
1 |
p. 264-284
|
artikel
|
| 8 |
Identification of structural multivariate GARCH models
|
Hafner, Christian M.
|
|
|
227 |
1 |
p. 212-227
|
artikel
|
| 9 |
β in the tails
|
Bandi, Federico M.
|
|
|
227 |
1 |
p. 134-150
|
artikel
|
| 10 |
LADE-based inferences for autoregressive models with heavy-tailed G-GARCH(1, 1) noise
|
Zhang, Xingfa
|
|
|
227 |
1 |
p. 228-240
|
artikel
|
| 11 |
Occupation density estimation for noisy high-frequency data
|
Zhang, Congshan
|
|
|
227 |
1 |
p. 189-211
|
artikel
|
| 12 |
Overview: Time series analysis of higher moments and distributions of financial data
|
Andersen, Torben G.
|
|
|
227 |
1 |
p. 1-3
|
artikel
|
| 13 |
Realized matrix-exponential stochastic volatility with asymmetry, long memory and higher-moment spillovers
|
Asai, Manabu
|
|
|
227 |
1 |
p. 285-304
|
artikel
|
| 14 |
Testing capital asset pricing models using functional-coefficient panel data models with cross-sectional dependence
|
Cai, Zongwu
|
|
|
227 |
1 |
p. 114-133
|
artikel
|
| 15 |
Testing for episodic predictability in stock returns
|
Demetrescu, Matei
|
|
|
227 |
1 |
p. 85-113
|
artikel
|
| 16 |
Testing the existence of moments for GARCH processes
|
Francq, Christian
|
|
|
227 |
1 |
p. 47-64
|
artikel
|
| 17 |
Understanding temporal aggregation effects on kurtosis in financial indices
|
Lieberman, Offer
|
|
|
227 |
1 |
p. 25-46
|
artikel
|
Tijdschrift beschrijving