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person:"Newbold, Paul"
subject:"Zeitreihenanalyse"
~isPartOf:"Journal of empirical finance"
~person:"Cerrato, Mario"
~person:"Kapetanios, George"
~type:"article"
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Zeitreihenanalyse
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Newbold, Paul
Cerrato, Mario
Kapetanios, George
Kim, Chang-Jin
2
Nelson, Charles R.
2
Phillips, Peter C. B.
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Taylor, Robert
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Journal of empirical finance
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Journal of econometrics
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Sociaal-economische wetgeving : SEW ; tijdschrift voor Europees en economisch recht ; tevens mededelingsblad voor de Nederlandsche Vereniging voor Europees Recht en de Nederlandstalige Afdeling van de Belgische Vereniging voor Europees Recht ; uitg. met steun van de Universitaire Stichting van België
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Relation between higher order comoments and dependence structure of equity portfolio
Cerrato, Mario
;
Crosby, John
;
Kim, Minjoo
;
Zhao, Yang
- In:
Journal of empirical finance
40
(
2017
),
pp. 101-120
Persistent link: https://www.econbiz.de/10011744455
Saved in:
2
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
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