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Testing Downside Risk Efficien...
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Gonzalo, Jesús
83
Pitarakis, Jean-Yves
25
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17
Iori, G.
17
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13
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12
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RePEc
132
ECONIS (ZBW)
83
OLC EcoSci
2
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11
A resolution of the forward discount puzzle
Olmo, J.
;
Pilbeam, K.
-
Department of Economics, City University
-
2007
Persistent link: https://www.econbiz.de/10005585538
Saved in:
12
Estimation risk effects on backtesting for parametric value-at-risk models
Escanciano, J. C.
;
Olmo, J.
-
Department of Economics, City University
-
2007
Persistent link: https://www.econbiz.de/10005585543
Saved in:
13
Estimation of long run equilibrium relationships and common long memory components in cointegrated systems
Gonzalo, Jesús
-
1991
Persistent link: https://www.econbiz.de/10000866008
Saved in:
14
Testing for multicointegration
Engsted, Tom
;
Gonzalo, Jesús
;
Haldrup, Niels
-
1997
Persistent link: https://www.econbiz.de/10000956058
Saved in:
15
Permanent and transitory components of GDP and stock prices : further analysis
Gonzalo, Jesús
;
Lee, Tae-hwy
;
Yang, Weiping
- In:
Macroeconomics and finance in emerging market economies
1
(
2008
)
1
,
pp. 105-120
Persistent link: https://www.econbiz.de/10003766083
Saved in:
16
Testing downside risk efficiency under market distress
Gonzalo, Jesús
(
contributor
);
Olmo, Jose
(
contributor
)
-
2008
Persistent link: https://www.econbiz.de/10003774249
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17
What is what? : A simple time-domain test of long-memory vs. structural breaks
Dolado, Juan J.
(
contributor
);
Gonzalo, Jesús
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003331904
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18
Testing I (1) against I (d) alternatives in the presence of deterministic components
Dolado, Juan J.
(
contributor
);
Gonzalo, Jesús
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003331957
Saved in:
19
Annals journal of econometrics: predictive methodology and application in economics finance : volume in honor of the accomplishments of Clive W. J. Granger
Swanson, Norman R.
;
Elliott, Graham
;
Ghysels, Eric
; …
-
2006
Persistent link: https://www.econbiz.de/10003376072
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20
Predictive methodology and application in economics finance : volume in honor of the accomplishments of Clive W. J. Granger ; editor's introduction
Swanson, Norman R.
;
Elliott, Graham
;
Ghysels, Eric
; …
- In:
Journal of econometrics
135
(
2006
)
1/2
,
pp. 1-9
Persistent link: https://www.econbiz.de/10003376073
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