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Markov-switching and stochastic volatility diffusion models of short-term interest rates
Smith, Daniel R. - In: Journal of business & economic statistics : JBES ; a … 20 (2002) 2, pp. 183-197
Persistent link: https://www.econbiz.de/10001660372
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Markov-switching and stochastic volatility diffusion models of short-term interest rates
Smith, Daniel R. - 2000
Persistent link: https://www.econbiz.de/10001487318
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The effect of dividend imputation on corporate dividend policy
Smith, Daniel R. - 1996
Persistent link: https://www.econbiz.de/10000960945
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The distribution of the sample minimum-variance frontier
Kan, Raymond; Smith, Daniel R. - In: Management science : journal of the Institute for … 54 (2008) 7, pp. 1364-1380
Persistent link: https://www.econbiz.de/10003755064
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Evaluating value-at-risk models via quantile regression
Gaglianone, Wagner Piazza; Lima, Luiz Renato; Linton, Oliver - 2009
Persistent link: https://www.econbiz.de/10003971702
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Evaluating value-at-risk models via quantile regression
Gaglianone, Wagner Piazza; Lima, Luiz Renato; Linton, Oliver - 2010
Persistent link: https://www.econbiz.de/10008798843
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Forecasting equicorrelation
Clements, Adam; Coleman-Fenn, Christopher A.; Smith, … - 2011
Persistent link: https://www.econbiz.de/10009153525
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Evaluating value-at-risk models via quantile regression
Gaglianone, Wagner Piazza; Lima, Luiz Renato; Linton, Oliver - In: Journal of business & economic statistics : JBES ; a … 29 (2011) 1, pp. 150-160
Persistent link: https://www.econbiz.de/10009159097
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A further note on the three phases of US business cycle
Layton, Allan P.; Smith, Daniel R. - In: Applied economics 32 (2000) 9, pp. 1133-1143
Persistent link: https://www.econbiz.de/10001496452
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Intertemporal utility in continuous time : theoretical foundations and empirical validation
Smith, Daniel P. - 2014
Persistent link: https://www.econbiz.de/10010502149