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Arbitrage opportunities in arbitrage-free models of bond pricing
Backus, David - In: Journal of business & economic statistics : JBES ; a … 16 (1998) 1, pp. 13-26
Persistent link: https://www.econbiz.de/10001231059
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A diagnostic test for normality within the power exponential family
Poirier, Dale J. - In: Journal of business & economic statistics : JBES ; a … 4 (1986) 3, pp. 359-373
Persistent link: https://www.econbiz.de/10001009798
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Arbitrage Opportunities in Arbitrage-Free Models of Bond Pricing
Backus, David; Foresi, Silverio; Zin, Stanley - In: Journal of business & economic statistics : JBES ; a … 16 (1998) 1, pp. 13-26
Persistent link: https://www.econbiz.de/10008219509
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Theoretical relations between risk premiums and conditional variances
Backus, David - In: Journal of business & economic statistics : JBES ; a … 11 (1993) 2, pp. 177-185
Persistent link: https://www.econbiz.de/10001142128
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On the role of risk premia in volatility forecasting
Chernov, Mikhail - In: Journal of business & economic statistics : JBES ; a … 25 (2007) 4, pp. 411-426
Persistent link: https://www.econbiz.de/10003566051
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Comment - Iterative and Recursive Estimation in Structural Nonadaptive Models
Chernov, Mikhail - In: Journal of business & economic statistics : JBES ; a … 21 (2003) 4, pp. 485-487
Persistent link: https://www.econbiz.de/10008215222
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On the Role of Risk Premia in Volatility Forecasting
Chernov, Mikhail - In: Journal of business & economic statistics : JBES ; a … 25 (2007) 4, pp. 411-426
Persistent link: https://www.econbiz.de/10008221522
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Theoretical Relations Between Risk Premiums and Conditional Variances
Backus, David K.; Gregory, Allan W. - In: Journal of business & economic statistics : JBES ; a … 11 (1993) 2, pp. 177-186
Persistent link: https://www.econbiz.de/10008224925