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TESTING THE SEQUENTIAL LOGIT MODEL AGAINST THE NESTED LOGIT MODEL
NAGAKURA, DAISUKE; KOBAYASHI, MASAHITO - In: The Japanese Economic Review 60 (2009) 3, pp. 345-361
Persistent link: https://www.econbiz.de/10008537120
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QUANTILE FORECASTS OF FINANCIAL RETURNS USING REALIZED GARCH MODELS
WATANABE, TOSHIAKI - In: The Japanese Economic Review 63 (2012) 1, pp. 68-80
Persistent link: https://www.econbiz.de/10010545378