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~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~language:"dan"
~language:"eng"
~language:"fra"
~person:"Li, Wai Keung"
~person:"Neely, Christopher J."
~subject:"Börsenkurs"
~subject:"EU-Staaten"
~subject:"Monetary policy"
~subject:"SME"
~subject:"Schätzung"
~subject:"USA"
~type_genre:"Adressbuch"
~type_genre:"Article in journal"
~type_genre:"Graue Literatur"
~type_genre:"No longer published / No longer aquired"
~type_genre:"Systematic review"
~type_genre:"Working Paper"
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Börsenkurs
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Li, Wai Keung
Neely, Christopher J.
Franses, Philip Hans
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Working paper
34
Review / Federal Reserve Bank of St. Louis
15
Journal of international money and finance
6
Journal of banking & finance
4
Research Division working papers
3
Econometric reviews
2
Journal of financial and quantitative analysis : JFQA
2
Applied financial economics
1
Asia Pacific journal of management : APJM ; a publication of the Faculty of Business Administration, National University of Singapore
1
Contemporary economic policy : a journal of Western Economic Association International
1
Discussion paper / Centre for Economic Policy Research
1
Discussion papers / CEPR
1
Economics letters
1
Economies : open access journal
1
FRB St. Louis Working Paper
1
Finance and economics discussion series
1
International journal of finance & economics : IJFE
1
International review of economics & finance : IREF
1
Journal of applied econometrics
1
Journal of econometrics
1
Journal of economic literature
1
Journal of international economics
1
Journal of international financial markets, institutions & money
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Oxford economic papers
1
Pacific economic review
1
Quantitative finance
1
Research reports / LSE
1
The journal of risk model validation
1
The statistician : journal of the Institute of Statisticians
1
Working papers series / Federal Reserve Bank of San Francisco
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ECONIS (ZBW)
4
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1
A new Pearson-type QMLE for conditionally heteroscedastic models
Zhu, Ke
;
Li, Wai Keung
- In:
Journal of business & economic statistics : JBES ; a …
33
(
2015
)
4
,
pp. 552-565
Persistent link: https://www.econbiz.de/10011403239
Saved in:
2
Risk aversion versus intertemporal substitution: a case study of identification failure in the intertemporal consumption capital asset pricing model
Neely, Christopher J.
;
Roy, Amlan
;
Whiteman, Charles H.
- In:
Journal of business & economic statistics : JBES ; a …
19
(
2001
)
4
,
pp. 395-403
Persistent link: https://www.econbiz.de/10001646350
Saved in:
3
Bayesian unit-root testing in stochastic volatility models
So, Mike Ka-pui
;
Li, Wai Keung
- In:
Journal of business & economic statistics : JBES ; a …
17
(
1999
)
4
,
pp. 491-496
Persistent link: https://www.econbiz.de/10001412874
Saved in:
4
A stochastic volatility model with Markov switching
So, Mike Ka-pui
- In:
Journal of business & economic statistics : JBES ; a …
16
(
1998
)
2
,
pp. 244-253
Persistent link: https://www.econbiz.de/10001243996
Saved in:
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