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The risk-return tradeoff : a COGARCH analysis of Merton's hypothesis
Müller, Gernot; Durand, Robert B.; Maller, Ross A. - In: Journal of empirical finance 18 (2011) 2, pp. 306-320
Persistent link: https://www.econbiz.de/10009301116
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Aggregate investor preferences and beliefs in stock market : a stochastic dominance analysis
Fang, Yi - In: Journal of empirical finance 19 (2012) 4, pp. 528-547
Persistent link: https://www.econbiz.de/10009615664
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Dynamic portfolio allocation with time-varying jump risk
Zhou, Chunyang; Wu, Chongfeng; Wang, Yudong - In: Journal of empirical finance 50 (2019), pp. 113-124
Persistent link: https://www.econbiz.de/10012169946
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Diversification benefits of commodities : a stochastic dominance efficiency approach
Daskalaki, Charoula; Skiadopoulos, George; Topaloglou, … - In: Journal of empirical finance 44 (2017), pp. 250-269
Persistent link: https://www.econbiz.de/10011818029
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A financial modeling approach to industry exchange-traded funds selection
Conlon, Thomas; Cotter, John; Kovalenko, Illia; Post, … - In: Journal of empirical finance 74 (2023), pp. 1-19
Persistent link: https://www.econbiz.de/10014477136
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Box-Cox stochastic volatility models with heavy-tails and correlated errors
Zhang, Xibin; King, Maxwell L. - In: Journal of empirical finance 15 (2008) 3, pp. 549-566
Persistent link: https://www.econbiz.de/10003759632
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Specification and estimation of discrete time quadratic stochastic volatility models
Kawakatsu, Hiroyuki - In: Journal of empirical finance 14 (2007) 3, pp. 424-442
Persistent link: https://www.econbiz.de/10003609856
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Autoregressive stochastic volatility models with heavy-tailed distributions : a comparison with multifactor volatility models
Asai, Manabu - In: Journal of empirical finance 15 (2008) 2, pp. 332-341
Persistent link: https://www.econbiz.de/10003699171
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The stochastic behavior of commodity prices with heteroskedasticity in the convenience yield
Liu, Peng; Tang, Ke - In: Journal of empirical finance 18 (2011) 2, pp. 211-224
Persistent link: https://www.econbiz.de/10009301130
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American option pricing with discrete and continuous time models : an empirical comparison
Stentoft, Lars - In: Journal of empirical finance 18 (2011) 5, pp. 880-902
Persistent link: https://www.econbiz.de/10009492526