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Applied financial economics
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ECONIS (ZBW)
330
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171
Simple and extended Kalman filters : an application to term structures of commodity prices
Lautier, Delphine
;
Galli, Alain
- In:
Applied financial economics
14
(
2004
)
13
,
pp. 963-973
Persistent link: https://www.econbiz.de/10002195491
Saved in:
172
The dynamics of bond yields and the stock index, with an application to the UK stock and bond market
Jakobsen, Jan Bo
;
Sørensen, Carsten
- In:
Applied financial economics
13
(
2003
)
5
,
pp. 387-399
Persistent link: https://www.econbiz.de/10001760630
Saved in:
173
Estimation of persistence in log-volatility using panel data
Kitazawa, Yoshitsugu
- In:
Applied financial economics
13
(
2003
)
6
,
pp. 463-472
Persistent link: https://www.econbiz.de/10001770763
Saved in:
174
Beta, the Treynor ratio, and long-run investment horizons
Hodges, Charles W.
;
Taylor, Walton R. L.
;
Yoder, James A.
- In:
Applied financial economics
13
(
2003
)
7
,
pp. 503-508
Persistent link: https://www.econbiz.de/10001770771
Saved in:
175
An alternative conditional asymmetry specification for stock returns
Brännäs, Kurt
;
Nordman, Niklas
- In:
Applied financial economics
13
(
2003
)
7
,
pp. 537-541
Persistent link: https://www.econbiz.de/10001770785
Saved in:
176
Estimating smooth transition autoregressive models with GARCH errors in the presence of extreme observations and outliers
Chan, Felix
;
McAleer, Michael
- In:
Applied financial economics
13
(
2003
)
8
,
pp. 581-592
Persistent link: https://www.econbiz.de/10001770826
Saved in:
177
Indirect convertibility as a money rule for inflation targeting
Ferris, John Stephen
;
Galbraith, Jack A.
- In:
Applied financial economics
13
(
2003
)
10
,
pp. 753-761
Persistent link: https://www.econbiz.de/10001777220
Saved in:
178
Currency risks, government procurement and counter-trade : a note
Choi, Sang-rim
;
Tschoegl, Adrian E.
- In:
Applied financial economics
13
(
2003
)
12
,
pp. 865-869
Persistent link: https://www.econbiz.de/10001817142
Saved in:
179
The size effect and the random walk hypothesis : evidence from the London stock exchange using Markov chains
Mills, Terence C.
;
Jordanov, J. V.
- In:
Applied financial economics
13
(
2003
)
11
,
pp. 807-815
Persistent link: https://www.econbiz.de/10001804430
Saved in:
180
Comparing forecasting ability of parametric and non-parametric methods : an application with Canadian monthly interest rates
Saltoǧlu, Burak
- In:
Applied financial economics
13
(
2003
)
3
,
pp. 169-176
Persistent link: https://www.econbiz.de/10001742845
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