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~accessRights:"restricted"
~isPartOf:"CESifo Forum"
~isPartOf:"Computational economics"
~isPartOf:"Environmental modeling & assessment"
~isPartOf:"Finance research letters"
~person:"Agudze, Komla M."
~person:"Andersen, Torben"
~person:"Billio, Monica"
~person:"Blasques, Francisco"
~person:"Edenhofer, Ottmar"
~person:"Heckman, James J."
~person:"Herwartz, Helmut"
~person:"Li, Yong"
~person:"Pelger, Markus"
~subject:"ARCH model"
~subject:"ARCH-Modell"
~subject:"Asset pricing"
~subject:"Autokorrelation"
~subject:"EU-Staaten"
~subject:"Estimation"
~subject:"Innovation"
~subject:"Markov chain"
~subject:"Portfolio selection"
~subject:"Schätzung"
~subject:"Structural innovations"
~subject:"Theorie"
~subject:"Welt"
~subject:"Ökonometrisches Modell"
~type_genre:"Aufsatz in Zeitschrift"
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Agudze, Komla M.
Andersen, Torben
Billio, Monica
Blasques, Francisco
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Heckman, James J.
Herwartz, Helmut
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Pelger, Markus
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ECONIS (ZBW)
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1
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
Saved in:
2
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
Saved in:
3
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
Saved in:
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