Narrow search
Showing 1 - 10 of 157
Cover Image
Modeling international financial returns with a multivariate regime-switching copula
Chollete, Lorán; Heinen, Andréas; Valdesogo, Alfonso - In: Journal of financial econometrics : official journal of … 7 (2009) 4, pp. 437-480
Persistent link: https://www.econbiz.de/10003907528
Cover Image
Long-term skewness and systemic risk
Engle, Robert F. - In: Journal of financial econometrics : official journal of … 9 (2011) 3, pp. 437-468
Persistent link: https://www.econbiz.de/10009407870
Cover Image
Robust value at risk prediction
Mancini, Loriano; Trojani, Fabio - In: Journal of financial econometrics : official journal of … 9 (2011) 2, pp. 281-313
Persistent link: https://www.econbiz.de/10009125125
Cover Image
Comparison of volatility measures : a risk management perspective
Brownlees, Christian; Gallo, Giampiero M. - In: Journal of financial econometrics : official journal of … 8 (2010) 1, pp. 29-56
Persistent link: https://www.econbiz.de/10003997328
Cover Image
Trans-Atlantic equity volatility connectedness : U.S. and European financial institutions, 2004-2014
Diebold, Francis X.; Yılmaz, Kamil - In: Journal of financial econometrics : official journal of … 14 (2016) 1, pp. 81-127
Persistent link: https://www.econbiz.de/10011588540
Cover Image
The risk and return conundrum explained : international evidence
Savva, Christos S.; Theodossiou, Panayiotis - In: Journal of financial econometrics : official journal of … 16 (2018) 3, pp. 486-521
Persistent link: https://www.econbiz.de/10011987799
Cover Image
Long memory and the term structure of risk
Schotman, Peter C.; Tschernig, Rolf; Budek, Jan - In: Journal of financial econometrics : official journal of … 6 (2008) 4, pp. 459-495
Persistent link: https://www.econbiz.de/10003778939
Cover Image
Stochastic conditional intensity processes
Bauwens, Luc; Hautsch, Nikolaus - In: Journal of financial econometrics : official journal of … 4 (2006) 3, pp. 450-493
Persistent link: https://www.econbiz.de/10003354109
Cover Image
Affine models for credit risk analysis
Gouriéroux, Christian; Monfort, Alain; Polimenis, V. - In: Journal of financial econometrics : official journal of … 4 (2006) 3, pp. 494-530
Persistent link: https://www.econbiz.de/10003354119
Cover Image
The Society for Financial Econometrics (SoFiE) inaugural conference : New York, June 4-6, 2008
Ghysels, Eric - In: Journal of financial econometrics : official journal of … 7 (2009) 1, pp. 1-2
Persistent link: https://www.econbiz.de/10003825715