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                             12 results found
no title author magazine year volume issue page(s) type
1 A diagnostic m-test for distributional specification of parametric conditional heteroscedasticity models for financial data Lejeune, Bernard
2009
16 3 p. 507-523
17 p.
article
2 Correlation risk Krishnan, C.N.V.
2009
16 3 p. 353-367
15 p.
article
3 Editorial Board 2009
16 3 p. IFC-
1 p.
article
4 Empirical evidence on jumps in the term structure of the US Treasury Market Dungey, Mardi
2009
16 3 p. 430-445
16 p.
article
5 Estimation of default probabilities using incomplete contracts data Santos Silva, J.M.C.
2009
16 3 p. 457-465
9 p.
article
6 Herding and information based trading Zhou, Rhea Tingyu
2009
16 3 p. 388-393
6 p.
article
7 Improvement in finite sample properties of the Hansen–Jagannathan distance test Ren, Yu
2009
16 3 p. 483-506
24 p.
article
8 Investor sentiment and stock returns: Some international evidence Schmeling, Maik
2009
16 3 p. 394-408
15 p.
article
9 Optimal futures hedging under jump switching dynamics Lee, Hsiang-Tai
2009
16 3 p. 446-456
11 p.
article
10 Sample selection and event study estimation Ahern, Kenneth R.
2009
16 3 p. 466-482
17 p.
article
11 The cross section of cashflow volatility and expected stock returns Huang, Alan Guoming
2009
16 3 p. 409-429
21 p.
article
12 Time-varying Integration and International diversification strategies Baele, Lieven
2009
16 3 p. 368-387
20 p.
article
                             12 results found
 
 Koninklijke Bibliotheek - National Library of the Netherlands