| nr |
titel |
auteur |
tijdschrift |
jaar |
jaarg. |
afl. |
pagina('s) |
type |
| 1 |
A fractionally cointegrated VAR model with deterministic trends and application to commodity futures markets
|
Dolatabadi, Sepideh
|
|
2016
|
38 |
PB |
p. 623-639
17 p.
|
artikel
|
| 2 |
Asset pricing with financial bubble risk
|
Lee, Ji Hyung
|
|
2016
|
38 |
PB |
p. 590-622
33 p.
|
artikel
|
| 3 |
A time varying DSGE model with financial frictions
|
Galvão, Ana Beatriz
|
|
2016
|
38 |
PB |
p. 690-716
27 p.
|
artikel
|
| 4 |
Bubbling over! The behaviour of oil futures along the yield curve
|
Tsvetanov, Daniel
|
|
2016
|
38 |
PB |
p. 516-533
18 p.
|
artikel
|
| 5 |
Duality in mean-variance frontiers with conditioning information
|
Peñaranda, Francisco
|
|
2016
|
38 |
PB |
p. 762-785
24 p.
|
artikel
|
| 6 |
Editorial Board
|
|
|
2016
|
38 |
PB |
p. IFC-
1 p.
|
artikel
|
| 7 |
Modeling corporate defaults: Poisson autoregressions with exogenous covariates (PARX)
|
Agosto, Arianna
|
|
2016
|
38 |
PB |
p. 640-663
24 p.
|
artikel
|
| 8 |
Special issue of the Journal of Empirical Finance Guest Editors' introduction
|
Kellard, Neil
|
|
2016
|
38 |
PB |
p. 513-515
3 p.
|
artikel
|
| 9 |
Strict stationarity, persistence and volatility forecasting in ARCH(∞) processes
|
Davidson, James
|
|
2016
|
38 |
PB |
p. 534-547
14 p.
|
artikel
|
| 10 |
Testing against changing correlation
|
Harvey, Andrew
|
|
2016
|
38 |
PB |
p. 575-589
15 p.
|
artikel
|
| 11 |
Testing the martingale hypothesis for gross returns
|
Linton, Oliver
|
|
2016
|
38 |
PB |
p. 664-689
26 p.
|
artikel
|
| 12 |
Tests for explosive financial bubbles in the presence of non-stationary volatility
|
Harvey, David I.
|
|
2016
|
38 |
PB |
p. 548-574
27 p.
|
artikel
|
| 13 |
The exact discretisation of CARMA models with applications in finance
|
Thornton, Michael A.
|
|
2016
|
38 |
PB |
p. 739-761
23 p.
|
artikel
|
| 14 |
The shine of precious metals around the global financial crisis
|
Figuerola-Ferretti, Isabel
|
|
2016
|
38 |
PB |
p. 717-738
22 p.
|
artikel
|
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