Journal of Financial Econometrics, 1479-8409

Tidskrift

Fler filtreringsmöjligheter
  1. 2016
  2. Macro-Finance Determinants of the Long-Run Stock-Bond Correlation: The DCC-MIDAS Specification

    Hossein Asgharian, Christiansen, C. & Hou, A. J., 2016, I : Journal of Financial Econometrics. 14, 3, s. 617–642

    Forskningsoutput: TidskriftsbidragArtikel i vetenskaplig tidskrift

  3. 2014
  4. A Random Coefficient Approach to the Predictability of Stock Returns in Panels

    Joakim Westerlund & Narayan, P., 2014, I : Journal of Financial Econometrics.

    Forskningsoutput: TidskriftsbidragArtikel i vetenskaplig tidskrift

  5. Testing for Predictability in Conditionally Heteroskedastic Stock Returns

    Joakim Westerlund & Narayan, P., 2014, I : Journal of Financial Econometrics.

    Forskningsoutput: TidskriftsbidragArtikel i vetenskaplig tidskrift

  6. 2009
  7. Measuring Event Risk

    Anders Vilhelmsson & Nyberg, P., 2009, I : Journal of Financial Econometrics. 7, 3, s. 265-287

    Forskningsoutput: TidskriftsbidragArtikel i vetenskaplig tidskrift

  8. 2007
  9. Estimating cointegrated panels with common factors and the forward rate unbiasedness hypothesis

    Joakim Westerlund, 2007, I : Journal of Financial Econometrics. 5, 3, s. 491-522

    Forskningsoutput: TidskriftsbidragArtikel i vetenskaplig tidskrift

  10. 2006
  11. Jump Spillover in International Equity Markets

    Hossein Asgharian & Bengtsson, C., 2006, I : Journal of Financial Econometrics. 4, 2, s. 167-203

    Forskningsoutput: TidskriftsbidragArtikel i vetenskaplig tidskrift