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                             10 results found
no title author magazine year volume issue page(s) type
1 A Bayesian analysis of a variance decomposition for stock returns Hollifield, Burton
2003
10 5 p. 583-601
19 p.
article
2 Author Index Volume 10 2003
10 5 p. 685-686
2 p.
article
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.
article
4 Editorial Board 2003
10 5 p. IFC-
1 p.
article
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.
article
6 List of referees 2003
10 5 p. 683-684
2 p.
article
7 Measuring and modeling systematic risk in factor pricing models using high-frequency data Bollerslev, Tim
2003
10 5 p. 533-558
26 p.
article
8 Nonlinear prediction of exchange rates with monetary fundamentals Qi, Min
2003
10 5 p. 623-640
18 p.
article
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.
article
10 Testing for differences in the tails of stock-market returns Jondeau, Eric
2003
10 5 p. 559-581
23 p.
article
                             10 results found
 
 Koninklijke Bibliotheek - National Library of the Netherlands