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Journal description
All volumes of the corresponding journal
All issues of the corresponding volume
All articles of the corresponding issues
8 results found
| no | title | author | magazine | year | volume | issue | page(s) | type |
| 1 | ABC of SV: Limited information likelihood inference in stochastic volatility jump-diffusion models |
Creel, Michael |
2015 |
31 | C |
p. 85-108 24 p. |
article |
|
| 2 | Comment on “A note on the returns from minimum variance investing” |
Yanushevsky, Rafael |
2015 |
31 | C |
p. 109-110 2 p. |
article |
|
| 3 | Editorial Board |
2015 |
31 | C |
p. IFC- 1 p. |
article |
||
| 4 | Market proxies as factors in linear asset pricing models: Still living with the roll critique |
Prono, Todd |
2015 |
31 | C |
p. 36-53 18 p. |
article |
|
| 5 | Testing of a market fraction model and power-law behaviour in the DAX 30 |
He, Xue-Zhong |
2015 |
31 | C |
p. 1-17 17 p. |
article |
|
| 6 | The impact of ECB macro-announcements on bid–ask spreads of European blue chips |
Rühl, Tobias R. |
2015 |
31 | C |
p. 54-71 18 p. |
article |
|
| 7 | Time-variations in commodity price jumps |
Diewald, Laszlo |
2015 |
31 | C |
p. 72-84 13 p. |
article |
|
| 8 | Understanding the term structure of credit default swap spreads |
Han, Bing |
2015 |
31 | C |
p. 18-35 18 p. |
article |
8 results found