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Aggregate consumption and the predictability of asset returns
Jacobs, Kris - In: Journal of business & economic statistics : JBES ; a … 18 (2000) 1, pp. 58-76
Persistent link: https://www.econbiz.de/10001441607
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Volatility components, affine restrictions, and nonnormal innovations
Christoffersen, Peter F.; Dorion, Christian; Jacobs, Kris; … - In: Journal of business & economic statistics : JBES ; a … 28 (2010) 4, pp. 483-502
Persistent link: https://www.econbiz.de/10008736151
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Testing for full insurance using exogenous information
Ham, John C.; Jacobs, Kris - In: Journal of business & economic statistics : JBES ; a … 18 (2000) 4, pp. 387-397
Persistent link: https://www.econbiz.de/10001521450
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Volatility Components, Affine Restrictions, and Nonnormal Innovations
Christoffersen, Peter; Dorion, Christian; Jacobs, Kris; … - In: Journal of business & economic statistics : JBES ; a … 28 (2010) 4, pp. 483-503
Persistent link: https://www.econbiz.de/10008704010
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Testing for Full Insurance Using Exogenous Information
Ham, John C.; Jacobs, Kris - In: Journal of business & economic statistics : JBES ; a … 18 (2000) 4, pp. 387-397
Persistent link: https://www.econbiz.de/10008217605
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Journal of Business & Economic Statistics - Aggregate Consumption and the Predictability of Asset Returns
Jacobs, Kris - In: Journal of business & economic statistics : JBES ; a … 18 (2000) 1, pp. 58-76
Persistent link: https://www.econbiz.de/10008217988