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~person:"Henry, Ólan Thomas John"
~person:"Hvozdyk, Lyudmyla"
~person:"Shields, Kalvinder K."
~subject:"Bootstrap approach"
~subject:"CAPM"
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Henry, Ólan Thomas John
Hvozdyk, Lyudmyla
Shields, Kalvinder K.
Olekalns, Nilss
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ECONIS (ZBW)
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Quantifying time variation and asymmetry in measures of covariance risk : a simulation approch
Henry, Ólan Thomas John
;
Olekalns, Nilss
;
Shields, …
- In:
Handbook of research methods and applications in …
,
(pp. 457-475)
.
2013
Persistent link: https://www.econbiz.de/10011897560
Saved in:
2
Time variation and asymmetry in the world price of covariance risk : the implications for international diversification
Henry, Ólan Thomas John
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002134142
Saved in:
3
Is there a unit root in inflation?
Henry, Ólan Thomas John
;
Shields, Kalvinder K.
- In:
Journal of macroeconomics
26
(
2004
)
3
,
pp. 481-500
Persistent link: https://www.econbiz.de/10002343411
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