nr |
titel |
auteur |
tijdschrift |
jaar |
jaarg. |
afl. |
pagina('s) |
type |
1 |
A Bayesian analysis of a variance decomposition for stock returns
|
Hollifield, Burton |
|
2003 |
10 |
5 |
p. 583-601 19 p. |
artikel |
2 |
Author Index Volume 10
|
|
|
2003 |
10 |
5 |
p. 685-686 2 p. |
artikel |
3 |
Central bank interventions and jumps in double long memory models of daily exchange rates
|
Beine, Michel |
|
2003 |
10 |
5 |
p. 641-660 20 p. |
artikel |
4 |
Editorial Board
|
|
|
2003 |
10 |
5 |
p. IFC- 1 p. |
artikel |
5 |
Improved estimation of the covariance matrix of stock returns with an application to portfolio selection
|
Ledoit, Olivier |
|
2003 |
10 |
5 |
p. 603-621 19 p. |
artikel |
6 |
List of referees
|
|
|
2003 |
10 |
5 |
p. 683-684 2 p. |
artikel |
7 |
Measuring and modeling systematic risk in factor pricing models using high-frequency data
|
Bollerslev, Tim |
|
2003 |
10 |
5 |
p. 533-558 26 p. |
artikel |
8 |
Nonlinear prediction of exchange rates with monetary fundamentals
|
Qi, Min |
|
2003 |
10 |
5 |
p. 623-640 18 p. |
artikel |
9 |
Preference hierarchies for internal finance, bank loans, bond, and share issues: evidence for Dutch firms
|
de Haan, Leo |
|
2003 |
10 |
5 |
p. 661-681 21 p. |
artikel |
10 |
Testing for differences in the tails of stock-market returns
|
Jondeau, Eric |
|
2003 |
10 |
5 |
p. 559-581 23 p. |
artikel |