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Overparameterization in the seminonparametric density estimation
Liu, Ming - In: Economics letters 60 (1998) 1, pp. 11-18
Persistent link: https://www.econbiz.de/10001245386
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Volume, Volatility, and Leverage : A Dynamic Analysis
Tauchen, George - 2009
This paper uses dynamic impulse response analysis to investigate the interrelationships among stock price volatility, trading volume, and the leverage effect. Dynamic impulse response analysis is a technique for analyzing the multistep ahead characteristics of a non-parametric estimate of the...
Persistent link: https://www.econbiz.de/10012722292
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Overparameterization in the seminonparametric density estimation
Liu, Ming; Zhang, Harold H. - In: Economics Letters 60 (1998) 1, pp. 11-18
Persistent link: https://www.econbiz.de/10005257967
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Overparameterization in the seminonparametric density estimation
Liu, Ming; Zhang, Harold H. - In: Economics letters 60 (1998) 1, pp. 11-18
Persistent link: https://www.econbiz.de/10006788544
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Overparameterization in the Seminonparametric Density Estimation
Liu, Ming; Zhang, Harold H. - Carnegie Mellon University, Tepper School of Business - 1997
Persistent link: https://www.econbiz.de/10005029135
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Cyclical Variation in the Risk and Return Relation
Harrison, Paul; Zhang, Harold H. - Society for Computational Economics - SCE
Persistent link: https://www.econbiz.de/10005132771
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Comment on "Household portfolio choices in taxable and tax-deferred accounts : another puzzle?"
Zhang, Harold H. - In: European finance review : the official journal of the … 7 (2003) 3, pp. 583-586
Persistent link: https://www.econbiz.de/10002024196
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Explaining bond returns in heterogeneous agent models : the importance of higher-order moments
Zhang, Harold H. - In: Journal of economic dynamics & control 24 (2000) 10, pp. 1381-1404
Persistent link: https://www.econbiz.de/10001495424
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Endogenous short-sale constraint, stock prices and output cycles
Zhang, Harold H. - In: Macroeconomic dynamics 1 (1997) 1, pp. 228-254
Persistent link: https://www.econbiz.de/10001337433
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Endogenous borrowing constraints with incomplete markets
Zhang, Harold H. - In: The journal of finance : the journal of the American … 52 (1997) 5, pp. 2187-2209
Persistent link: https://www.econbiz.de/10001232323