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Journal description
All volumes of the corresponding journal
All issues of the corresponding volume
All articles of the corresponding issues
5 results found
| no | title | author | magazine | year | volume | issue | page(s) | type |
| 1 | A censored–GARCH model of asset returns with price limits |
Wei, Steven X. |
2002 |
9 | 2 |
p. 197-223 27 p. |
article |
|
| 2 | Estimation and empirical performance of Heston's stochastic volatility model: the case of a thinly traded market |
Fiorentini, Gabriele |
2002 |
9 | 2 |
p. 225-255 31 p. |
article |
|
| 3 | Nonparametric tests of conditional mean-variance efficiency of a benchmark portfolio |
Wang, Kevin Q. |
2002 |
9 | 2 |
p. 133-169 37 p. |
article |
|
| 4 | On testing the adequacy of stable processes under conditional heteroscedasticity |
Deo, Rohit S |
2002 |
9 | 2 |
p. 257-270 14 p. |
article |
|
| 5 | Testing constancy of correlation and other specifications of the BGARCH model with an application to international equity returns |
Bera, Anil K. |
2002 |
9 | 2 |
p. 171-195 25 p. |
article |
5 results found