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subject:"United States"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~person:"Attanasio, Orazio P."
~person:"Fabozzi, Frank J."
~person:"Hsu, Chiente"
~person:"Krueger, Dirk"
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United States
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Attanasio, Orazio P.
Fabozzi, Frank J.
Hsu, Chiente
Krueger, Dirk
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
Working paper / National Bureau of Economic Research, Inc.
11
Discussion paper / Centre for Economic Policy Research
6
Working papers / Penn Institute for Economic Research
6
CFS working paper series
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Investment management and financial management
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The review of economic studies
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Staff report / Research Department, Federal Reserve Bank of Minneapolis
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The Frank J. Fabozzi series
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ECONIS (ZBW)
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1
Index-exciting CAViaR : a new empirical time-varying risk model
Huang, Dashan
;
Yu, Baimin
;
Lu, Zu-di
;
Fabozzi, Frank J.
; …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
14
(
2010
)
2
,
pp. 1-24
Persistent link: https://www.econbiz.de/10009514126
Saved in:
2
A nonlinear analysis of forward premium and volatility
Hsu, Chiente
(
contributor
);
Kugler, Peter
(
contributor
)
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
1
(
1996
)
4
,
pp. 187-201
Persistent link: https://www.econbiz.de/10001769651
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