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person:"Newbold, Paul"
subject:"Zeitreihenanalyse"
~isPartOf:"Journal of empirical finance"
~person:"Cai, Lili"
~person:"Kapetanios, George"
~subject:"Schock"
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Zeitreihenanalyse
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Newbold, Paul
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Journal of empirical finance
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Level shifts in stock returns driven by large shocks
Dendramis, Yiannis
;
Kapetanios, George
;
Tzavalis, Elias
- In:
Journal of empirical finance
29
(
2014
),
pp. 41-51
Persistent link: https://www.econbiz.de/10011300506
Saved in:
2
In- and out-of-sample specification analysis of spot rate models : further evidence for the period 1982 - 2008
Cai, Lili
;
Swanson, Norman R.
- In:
Journal of empirical finance
18
(
2011
)
4
,
pp. 743-764
Persistent link: https://www.econbiz.de/10009306528
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