| nr |
titel |
auteur |
tijdschrift |
jaar |
jaarg. |
afl. |
pagina('s) |
type |
| 1 |
Connecting the dots: Econometric methods for uncovering networks with an application to the Australian financial institutions
|
Anufriev, Mikhail
|
|
2015
|
61 |
S2 |
p. S241-S255
15 p.
|
artikel
|
| 2 |
Editorial Board
|
|
|
2015
|
61 |
S2 |
p. IFC-
1 p.
|
artikel
|
| 3 |
Estimating the price impact of trades in a high-frequency microstructure model with jumps
|
Jondeau, Eric
|
|
2015
|
61 |
S2 |
p. S205-S224
20 p.
|
artikel
|
| 4 |
Factor models for binary financial data
|
Perez, M. Fabricio
|
|
2015
|
61 |
S2 |
p. S177-S188
12 p.
|
artikel
|
| 5 |
Futures hedging with Markov switching vector error correction FIEGARCH and FIAPARCH
|
Dark, Jonathan
|
|
2015
|
61 |
S2 |
p. S269-S285
17 p.
|
artikel
|
| 6 |
Guest editors’ introduction: Special issue of Journal of Banking and Finance on recent developments in financial econometrics and applications
|
Narayan, Paresh Kumar
|
|
2015
|
61 |
S2 |
p. S99-S100
2 p.
|
artikel
|
| 7 |
Linear programming-based estimators in nonnegative autoregression
|
Preve, Daniel
|
|
2015
|
61 |
S2 |
p. S225-S234
10 p.
|
artikel
|
| 8 |
Long memory and regime switching: A simulation study on the Markov regime-switching ARFIMA model
|
Shi, Yanlin
|
|
2015
|
61 |
S2 |
p. S189-S204
16 p.
|
artikel
|
| 9 |
Multi-factor volatility and stock returns
|
He, Zhongzhi (Lawrence)
|
|
2015
|
61 |
S2 |
p. S132-S149
18 p.
|
artikel
|
| 10 |
New methodology for constructing real estate price indices applied to the Singapore residential market
|
Jiang, Liang
|
|
2015
|
61 |
S2 |
p. S121-S131
11 p.
|
artikel
|
| 11 |
On comparing zero-alpha tests across multifactor asset pricing models
|
De Moor, Lieven
|
|
2015
|
61 |
S2 |
p. S235-S240
6 p.
|
artikel
|
| 12 |
Option valuation with observable volatility and jump dynamics
|
Christoffersen, Peter
|
|
2015
|
61 |
S2 |
p. S101-S120
20 p.
|
artikel
|
| 13 |
Time-varying effect of oil market shocks on the stock market
|
Kang, Wensheng
|
|
2015
|
61 |
S2 |
p. S150-S163
14 p.
|
artikel
|
| 14 |
Which continuous-time model is most appropriate for exchange rates?
|
Erdemlioglu, Deniz
|
|
2015
|
61 |
S2 |
p. S256-S268
13 p.
|
artikel
|
| 15 |
Yes, one-day international cricket ‘in-play’ trading strategies can be profitable!
|
Norton, Hugh
|
|
2015
|
61 |
S2 |
p. S164-S176
13 p.
|
artikel
|
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