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The expectations hypothesis of the term structure and time varying risk premia : a panel data approach
Harris, Richard D. F. - 1998
Persistent link: https://www.econbiz.de/10000998640
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A test of the expectations hypothesis of the term structure using cross-section data
Harris, Richard D. F. - 1998
Persistent link: https://www.econbiz.de/10000998641
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Estimation of VaR with bias-corrected forecasts of conditional volatility
Harris, Richard D. F.; Shen, Jian - In: The journal of derivatives : the official publication … 11 (2004) 4, pp. 10-20
Persistent link: https://www.econbiz.de/10002108829
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Hedging and value at risk
Harris, Richard D. F.; Shen, Jian - In: The journal of futures markets 26 (2006) 4, pp. 369-390
Persistent link: https://www.econbiz.de/10003304084
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Day-of-the-month effects in the performance of monumentum trading strategies in the foreign exchange market
Harris, Richard D. F.; Stoja, Evarist; Yilmaz, Fatih - In: The journal of trading 4 (2009) 1, pp. 48-55
Persistent link: https://www.econbiz.de/10003810720
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A momentum trading strategy based on the low frequency component of the exchange rate
Harris, Richard D. F.; Yilmaz, Fatih - In: Journal of banking & finance 33 (2009) 9, pp. 1575-1585
Persistent link: https://www.econbiz.de/10003872844
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Estimation of the conditional variancecovariance matrix of returns using the intraday range
Harris, Richard D. F.; Yilmaz, Fatih - In: International journal of forecasting 26 (2010) 1, pp. 180-194
Persistent link: https://www.econbiz.de/10003952376
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A simplified approach to modeling the co-movement of asset returns
Harris, Richard D. F.; Stoja, Evarist; Tucker, Jon - In: The journal of futures markets 27 (2007) 6, pp. 575-598
Persistent link: https://www.econbiz.de/10003493113
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Bias in the estimation of non-linear transformations of the integrated variance of returns
Harris, Richard D. F.; Guermat, Cherif - In: Journal of forecasting 25 (2006) 7, pp. 481-494
Persistent link: https://www.econbiz.de/10003394896
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Hedging and value at risk : a semi-parametric approach
Cao, Zhiguang; Harris, Richard D. F.; Shen, Jian - In: The journal of futures markets 30 (2010) 8, pp. 780-794
Persistent link: https://www.econbiz.de/10003985090