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Hasbrouck, Joel
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Japan and the World Economy
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Japan and the world economy : international journal of theory and policy
1
The journal of derivatives : the official publication of the International Association of Financial Engineers
1
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ECONIS (ZBW)
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Forecasting volatilities and coorelations with EGARCH models
Cumby, Robert
- In:
The journal of derivatives : the official publication …
1
(
1993
)
2
,
pp. 51-63
Persistent link: https://www.econbiz.de/10001220370
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International asset allocation with time varying risk : an analysis and implementation
Cumby, Robert
- In:
Japan and the world economy : international journal of …
6
(
1994
)
1
,
pp. 1-25
Persistent link: https://www.econbiz.de/10001159952
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International asset allocation with time varying risk: an analysis and implementation
Cumby, Robert
;
Figlewski, Stephen
;
Hasbrouck, Joel
- In:
Japan and the World Economy
6
(
1994
)
1
,
pp. 1-25
Persistent link: https://www.econbiz.de/10005445191
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