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Spillover effects in managerial compensation
Kieschnick, Robert L.; Shi, Wenyun - In: Journal of empirical finance 70 (2023), pp. 62-73
Persistent link: https://www.econbiz.de/10014423607
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Excessive financial services CEO pay and financial crisis : evidence from calibration estimation
Dong, Gang Nathan - In: Journal of empirical finance 27 (2014), pp. 75-96
Persistent link: https://www.econbiz.de/10010475466
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Testing for mean reversion in heteroskedastic data based on Gibbs-sampling-augmented randomization
Kim, Chang-Jin; Nelson, Charles R.; Startz, Richard - In: Journal of empirical finance 5 (1998) 2, pp. 131-154
Persistent link: https://www.econbiz.de/10001374883
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Multivariate stochastic volatility models : estimation and a comparison with VGARCH models
Daníelsson, Jón - In: Journal of empirical finance 5 (1998) 2, pp. 155-173
Persistent link: https://www.econbiz.de/10001374884
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Testing for mean reversion in heteroskedastic data II : autoregression tests based on Gibbs-sampling-augmented randomization
Kim, Chang-Jin; Nelson, Charles R. - In: Journal of empirical finance 5 (1998) 4, pp. 385-396
Persistent link: https://www.econbiz.de/10001375196
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Testing the covariance stationarity of heavy-tailed time series : an overview of the theory with applications to several financial datasets
Loretan, Mico - In: Journal of empirical finance 1 (1993) 2, pp. 211-248
Persistent link: https://www.econbiz.de/10001158653
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A statistical correlation dimension
Mayer-Foulkes, David - In: Journal of empirical finance 2 (1995) 3, pp. 277-293
Persistent link: https://www.econbiz.de/10001203341
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The relationship between GARCH and symmetric stable processes : finding the source of fat tails in financial data
Ghose, Devajyoti - In: Journal of empirical finance 2 (1995) 3, pp. 225-251
Persistent link: https://www.econbiz.de/10001203344
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Testing for continuous-time models of the short-term interest rate
Broze, Laurence - In: Journal of empirical finance 2 (1995) 3, pp. 199-223
Persistent link: https://www.econbiz.de/10001203345
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Asset pricing models with and without consumption data : an empirical evaluation
Hardouvelis, Gikas A. - In: Journal of empirical finance 3 (1996) 3, pp. 267-301
Persistent link: https://www.econbiz.de/10001206313