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Maximum likelihood estimation of deposit insurance value with interest rate risk
Duan, Jin-Chuan; Simonato, Jean-Guy - In: Journal of empirical finance 9 (2002) 1, pp. 109-132
Persistent link: https://www.econbiz.de/10001655796
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Is long memory necessary? : an empirical investigation of nonnegative interest rate processes
Duan, Jin-Chuan; Jacobs, Kris - In: Journal of empirical finance 15 (2008) 3, pp. 567-581
Persistent link: https://www.econbiz.de/10003759664
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Maximum likelihood estimation of deposit insurance value with interest rate risk
Duan, Jin-Chuan; Simonato, Jean-Guy - In: Journal of empirical finance 9 (2002) 1, pp. 109
Persistent link: https://www.econbiz.de/10007237011
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Realized volatility in the futures markets
Thomakos, Dimitrios D.; Wang, T'ao - In: Journal of empirical finance 10 (2003) 3, pp. 321-353
Persistent link: https://www.econbiz.de/10001752107
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"Optimal" probabilistic and directional predictions of financial returns
Thomakos, Dimitrios D.; Wang, T'ao - In: Journal of empirical finance 17 (2010) 1, pp. 102-119
Persistent link: https://www.econbiz.de/10003943949
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Technology prospects and the cross-section of stock returns
Thomakos, Dimitrios D.; Wang, Tao - In: Journal of empirical finance 17 (2010) 1, pp. 39-54
Persistent link: https://www.econbiz.de/10008349679
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Realized volatility in the futures markets
Thomakos, Dimitrios D.; Wang, Tao - In: Journal of empirical finance 10 (2003) 3, pp. 321-354
Persistent link: https://www.econbiz.de/10007233231