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Incomplete information, heterogeneity, and asset pricing
Berrada, Tony - In: Journal of financial econometrics : official journal of … 4 (2006) 1, pp. 136-160
Persistent link: https://www.econbiz.de/10003313347
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A dynamic asset pricing model with time-varying factor and idiosyncratic risk
Glabadanidis, Paskalis - In: Journal of financial econometrics : official journal of … 7 (2009) 3, pp. 247-264
Persistent link: https://www.econbiz.de/10003884186
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Measuring event risk
Nyberg, Peter; Wilhelmsson, Anders - In: Journal of financial econometrics : official journal of … 7 (2009) 3, pp. 265-287
Persistent link: https://www.econbiz.de/10003884188
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Risk measures for autocorrelated hedge fund returns
Di Cesare, Antonio; Stork, Philip; Vries, Casper G. de - In: Journal of financial econometrics : official journal of … 13 (2015) 4, pp. 868-895
Persistent link: https://www.econbiz.de/10011417824
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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
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Estimation of distortion risk measures
Tsukahara, Hideatsu - In: Journal of financial econometrics : official journal of … 12 (2014) 1, pp. 213-235
Persistent link: https://www.econbiz.de/10010233598
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Pricing stock market volatility : does it matter whether the volatility is related to the business cycle?
Kim, Yunmi; Nelson, Charles R. - In: Journal of financial econometrics : official journal of … 12 (2014) 2, pp. 307-328
Persistent link: https://www.econbiz.de/10010351545
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Portfolio selection with estimation risk : a test-based approach
Antoine, Bertille - In: Journal of financial econometrics : official journal of … 10 (2012) 1, pp. 164-197
Persistent link: https://www.econbiz.de/10009519707
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Assessing the risk of liquidity suppliers on the basis of excess demand intensities
Hautsch, Nikolaus - In: Journal of financial econometrics : official journal of … 1 (2003) 2, pp. 189-215
Persistent link: https://www.econbiz.de/10002214097
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Nonparametric tail risk, stock returns, and the macroeconomy
Almeida, Caio; Ardison, Kym; Garcia, René; Vicente, Jose - In: Journal of financial econometrics : official journal of … 15 (2017) 3, pp. 333-376
Persistent link: https://www.econbiz.de/10011987494