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81
Testing for structural breaks in GARCH models
Smith, Daniel R.
- In:
Applied financial economics
18
(
2008
)
10/12
,
pp. 845-862
Persistent link: https://www.econbiz.de/10003739446
Saved in:
82
An empirical investigation of the level effect in Australian interest rates
Gray, Philip K.
;
Smith, Daniel R.
- In:
Australian journal of management
33
(
2008/09
)
1
,
pp. 31-45
Persistent link: https://www.econbiz.de/10003740469
Saved in:
83
Quantifying the impact of non-adherence to drug therapy : a technical note concerning an application of a branch and bound algorithm
Smith, Daniel
;
Pagel, Christina
;
Utley, Martin
; …
- In:
Health care management science
11
(
2008
)
3
,
pp. 302-305
Persistent link: https://www.econbiz.de/10003766703
Saved in:
84
A new approach to comparing VaR estimation methods
Pérignon, Christophe
;
Smith, Daniel R.
- In:
The journal of derivatives : the official publication …
16
(
2008/09
)
2
,
pp. 54-66
Persistent link: https://www.econbiz.de/10003795258
Saved in:
85
Institutional ownership, volatility and dividends
Rubin, Amir
;
Smith, Daniel R.
- In:
Journal of banking & finance
33
(
2009
)
4
,
pp. 627-639
Persistent link: https://www.econbiz.de/10003820518
Saved in:
86
Diversification and Value-at-Risk
Pérignon, Christophe
;
Smith, Daniel R.
- In:
Journal of banking & finance
34
(
2010
)
1
,
pp. 55-66
Persistent link: https://www.econbiz.de/10003905666
Saved in:
87
Conditional coskewness and asset pricing
Smith, Daniel R.
- In:
Journal of empirical finance
14
(
2007
)
1
,
pp. 91-119
Persistent link: https://www.econbiz.de/10003416066
Saved in:
88
Why common factors in international bond returns are not so common
Pérignon, Christophe
;
Smith, Daniel R.
;
Villa, Christophe
- In:
Journal of international money and finance
26
(
2007
)
2
,
pp. 284-304
Persistent link: https://www.econbiz.de/10003429372
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89
The level and quality of Value-at-Risk disclosure by commercial banks
Pérignon, Christophe
;
Smith, Daniel R.
- In:
Journal of banking & finance
34
(
2010
)
2
,
pp. 362-377
Persistent link: https://www.econbiz.de/10003935605
Saved in:
90
Evaluating value-at-risk models via quantile regression
Gaglianone, Wagner Piazza
;
Lima, Luiz Renato
;
Linton, Oliver
-
2009
Persistent link: https://www.econbiz.de/10003971702
Saved in:
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