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A portfolio approach to estimating the average correlation coefficient for the constant correlation model
Aneja, Yash P.; Chandra, Ramesh; Gunay, Erdal - In: The journal of finance : the journal of the American … 44 (1989) 5, pp. 1435-1438
Persistent link: https://www.econbiz.de/10001080348
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More powerful portfolio approaches to regressing abnormal returns on firm-specific variables for cross-sectional studies
Chandra, Ramesh; Balachandran, Bala V. - In: The journal of finance : the journal of the American … 47 (1992) 5, pp. 2055-2070
Persistent link: https://www.econbiz.de/10001138514
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Range-based estimation of stochastic volatility models
Alizadeh, Sassan; Brandt, Michael W.; Diebold, Francis X. - In: The journal of finance : the journal of the American … 57 (2002) 3, pp. 1047-1091
Persistent link: https://www.econbiz.de/10001684742
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Accounting for forward rates in markets for foreign currency
Backus, David - In: The journal of finance : the journal of the American … 48 (1993) 5, pp. 1887-1908
Persistent link: https://www.econbiz.de/10001155919
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Is the short rate drift actually nonlinear?
Chapman, David A.; Pearson, Neil D. - In: The journal of finance : the journal of the American … 55 (2000) 1, pp. 355-388
Persistent link: https://www.econbiz.de/10001496998
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On cointegration and exchange rate dynamics
Diebold, Francis X. - In: The journal of finance : the journal of the American … 49 (1994) 2, pp. 727-735
Persistent link: https://www.econbiz.de/10001169036
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Cointegration, fractional cointegration, and exchange rate dynamics
Baillie, Richard - In: The journal of finance : the journal of the American … 49 (1994) 2, pp. 737-745
Persistent link: https://www.econbiz.de/10001169038
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Assessing goodness-of-fit of asset pricing models : the distribution of the maximal R2
Foster, F. Douglas - In: The journal of finance : the journal of the American … 52 (1997) 2, pp. 591-607
Persistent link: https://www.econbiz.de/10001222441
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Nonparametric estimation of state-price densities implicit in financial asset prices
Aït-Sahalia, Yacine - In: The journal of finance : the journal of the American … 53 (1998) 2, pp. 499-547
Persistent link: https://www.econbiz.de/10001238271
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Sequential tests of the arbitrage theory : a comparison of principal components and maximum likelihood factors
Shukla, Ravi - In: The journal of finance : the journal of the American … 45 (1990) 5, pp. 1541-1564
Persistent link: https://www.econbiz.de/10001103794