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Nonparametric assessment of hedge fund performance
Almeida, Caio; Ardison, Kym; Garcia, René - In: Journal of econometrics 214 (2020) 2, pp. 349-378
Persistent link: https://www.econbiz.de/10012438396
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Global yield curve dynamics and interactions : a dynamic Nelson-Siegel approach
Diebold, Francis X.; Li, Canlin; Yue, Vivian Z. - In: Journal of econometrics 146 (2008) 2, pp. 351-363
Persistent link: https://www.econbiz.de/10003782998
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The common and specific components of dynamic volatility
Connor, Gregory; Korajczyk, Robert A.; Linton, Oliver - In: Journal of econometrics 132 (2006) 1, pp. 231-255
Persistent link: https://www.econbiz.de/10003320262
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Monte Carlo methods for estimating, smoothing, and filtering one- and two-factor stochastic volatility models
Durham, Garland B. - In: Journal of econometrics 133 (2006) 1, pp. 273-305
Persistent link: https://www.econbiz.de/10003354577
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Forecasting the term structure of government bond yields
Diebold, Francis X.; Li, Canlin - In: Journal of econometrics 130 (2006) 2, pp. 337-364
Persistent link: https://www.econbiz.de/10003277971
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Determining underlying macroeconomic fundamentals during emerging market crisis : are conditions as bad as they seem?
Aguiar, Mark; Broner, Fernando - In: Journal of monetary economics 53 (2006) 4, pp. 699-724
Persistent link: https://www.econbiz.de/10003333401
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Predictable returns and asset allocation : should a skeptical investor time the market?
Wachter, Jessica; Warusawitharana, Missaka - In: Journal of econometrics 148 (2009) 2, pp. 162-178
Persistent link: https://www.econbiz.de/10003833758
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Consumption and expected asset returns without assumptions about unobservables
Whelan, Karl - In: Journal of monetary economics 55 (2008) 7, pp. 1209-1221
Persistent link: https://www.econbiz.de/10003791632
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On the consequences of demographic change for rates of returns to capital, and the distribution of wealth and welfare
Krueger, Dirk; Ludwig, Alexander - In: Journal of monetary economics 54 (2007) 1, pp. 49-87
Persistent link: https://www.econbiz.de/10003430061
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On the consequences of demographic change for rates of returns to capital, and the distribution of wealth and welfare : a comment
İmrohoroğlu, Ayşe - In: Journal of monetary economics 54 (2007) 1, pp. 88-91
Persistent link: https://www.econbiz.de/10003430067