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Tijdschrift beschrijving
Alle jaargangen van het bijbehorende tijdschrift
Alle afleveringen van het bijbehorende jaargang
Alle artikelen van de bijbehorende aflevering
13 gevonden resultaten
| nr | titel | auteur | tijdschrift | jaar | jaarg. | afl. | pagina('s) | type |
| 1 | A comparison of risk-premium forecasts implied by parametric versus nonparametric conditional mean estimators |
McCurdy, Thomas H. |
1992 |
52 | 1-2 |
p. 225-244 20 p. |
artikel |
|
| 2 | A multi-dynamic-factor model for stock returns |
Ng, Victor |
1992 |
52 | 1-2 |
p. 245-266 22 p. |
artikel |
|
| 3 | ARCH modeling in finance |
Bollerslev, Tim |
1992 |
52 | 1-2 |
p. 5-59 55 p. |
artikel |
|
| 4 | Editorial board |
1992 |
52 | 1-2 |
p. IFC- 1 p. |
artikel |
||
| 5 | Filtering and forecasting with misspecified ARCH models I |
Nelson, Daniel B. |
1992 |
52 | 1-2 |
p. 61-90 30 p. |
artikel |
|
| 6 | Implied ARCH models from options prices |
Engle, Robert F. |
1992 |
52 | 1-2 |
p. 289-311 23 p. |
artikel |
|
| 7 | Measuring risk aversion from excess returns on a stock index |
Chou, Ray |
1992 |
52 | 1-2 |
p. 201-224 24 p. |
artikel |
|
| 8 | Prediction in dynamic models with time-dependent conditional variances |
Baillie, Richard T. |
1992 |
52 | 1-2 |
p. 91-113 23 p. |
artikel |
|
| 9 | Qualitative threshold ARCH models |
Gourieroux, Christian |
1992 |
52 | 1-2 |
p. 159-199 41 p. |
artikel |
|
| 10 | Stationarity of Garch processes and of some nonnegative time series |
Bougerol, Philippe |
1992 |
52 | 1-2 |
p. 115-127 13 p. |
artikel |
|
| 11 | Statistical models for financial volatility |
1992 |
52 | 1-2 |
p. 1-4 4 p. |
artikel |
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| 12 | Stock market volatility and the information content of stock index options |
Day, Theodore E. |
1992 |
52 | 1-2 |
p. 267-287 21 p. |
artikel |
|
| 13 | Unobserved component time series models with Arch disturbances |
Harvey, Andrew |
1992 |
52 | 1-2 |
p. 129-157 29 p. |
artikel |
13 gevonden resultaten