C51 - Model Construction and Estimation

Contributing journals to this collection:
Review of Finance, European Review of Agriculture Economics, The World Bank Economic Review, Journal of Economic Geography, Cambridge Journal of Regions, Economy and Society, American Law and Economics Review, Industrial and Corporate Change, CESifo Economic Studies, The Review of Financial Studies, Contributions to Political Economy, Journal of Financial Econometrics, Journal of Law, Economics, and Organization, Journal of African Economies, Socio-Economic Review, Oxford Economic Papers, The World Bank Research Observer, Oxford Review of Economic Policy, Cambridge Journal of Economics, Journal of Competition Law and Economics, and Review of Environmental Economics and Policy

Citations 31-40 of 56 total displayed.

Past content

Articles
Which Extreme Values Are Really Extreme?

Jesús Gonzalo and José Olmo
J. Financial Econometrics 2004; 2: 349-369. [Abstract] [Full text] [PDF]  

Articles
Asset Allocation by Variance Sensitivity Analysis

Simone Manganelli
J. Financial Econometrics 2004; 2: 370-389. [Abstract] [Full text] [PDF]  

Articles
Improving Tests of Abnormal Returns by Bootstrapping the Multivariate Regression Model with Event Parameters

Scott E. Hein and Peter Westfall
J. Financial Econometrics 2004; 2: 451-471. [Abstract] [Full text] [PDF]  

Articles
Conditioning Information and Variance Bounds on Pricing Kernels

Geert Bekaert and Jun Liu
Rev. Financ. Stud. 2004; 17: 339-378. [Abstract] [Full text] [PDF]  

Articles
Mixed Normal Conditional Heteroskedasticity

Markus Haas, Stefan Mittnik, and Marc S. Paolella
J. Financial Econometrics 2004; 2: 211-250. [Abstract] [Full text] [PDF]  

Articles
Nonparametric Estimation of a Multifactor Heath-Jarrow-Morton Model: An Integrated Approach

Andrew Jeffrey, Dennis Kristensen, Oliver Linton, Thong Nguyen, and Peter C. B. Phillips
J. Financial Econometrics 2004; 2: 251-289. [Abstract] [Full text] [PDF]  

Articles
Power and Bipower Variation with Stochastic Volatility and Jumps

Ole E. Barndorff-Nielsen and Neil Shephard
J. Financial Econometrics 2004; 2: 1-37. [Abstract] [Full text] [PDF]  

Articles
Discussion

Torben G. Andersen
J. Financial Econometrics 2004; 2: 37-48. [Full text] [PDF]  

Articles
Measuring Systematic Risk in EMU Government Yield Spreads

Alois Geyer, Stephan Kossmeier, and Stefan Pichler
Review of Finance 2004; 8: 171-197. [Abstract] [PDF]  

Articles
Kernel-Based Indirect Inference

Monica Billio and Alain Monfort
J. Financial Econometrics 2003; 1: 297-326. [Abstract] [PDF]  

[First page]   [Previous page]   [Next page] Pages: 1 2 3 4 5 6