Narrow search
Showing 1 - 5 of 5
Cover Image
Bayesian testing for leverage effect in stochastic volatility models
Zhang, Jin-Yu; Chen, Zhong-Tian; Li, Yong - In: Computational economics 53 (2019) 3, pp. 1153-1164
Persistent link: https://www.econbiz.de/10012135124
Cover Image
Bayesian testing for short term interest rate models
Zhang, Yonghui; Chen, Zhongtian; Li, Yong - In: Finance research letters 20 (2017), pp. 146-152
Persistent link: https://www.econbiz.de/10011806836
Cover Image
A dynamic network model of the unsecured interbank lending market
Blasques, Francisco; Bräuning, Falk; Lelyveld, Iman van - In: Journal of economic dynamics & control 90 (2018), pp. 310-342
Persistent link: https://www.econbiz.de/10011974088
Cover Image
Point estimation in sign-restricted SVARs based on independence criteria with an application to rational bubbles
Herwartz, Helmut; Wang, Shu - In: Journal of economic dynamics & control 151 (2023), pp. 1-19
Persistent link: https://www.econbiz.de/10014478708
Cover Image
Economic uncertainty : a key factor to understanding idiosyncratic volatility puzzle
Li, Yong; Mu, Yuandong; Qin, Tianyu - In: Finance research letters 42 (2021), pp. 1-5
Persistent link: https://www.econbiz.de/10014581390