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Do macroeconomic announcements cause asymetric volatility?
Goeij, Peter de (contributor);  … - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001713906
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Modeling the conditional covariance between stock and bond returns : a multivariate GARCH approach
Goeij, Peter de (contributor);  … - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001639402
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Is it the weather?
Jacobsen, Ben (contributor);  … - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002496873
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Market timing : a decomposition of mutual fund returns
Swinkels, Laurens (contributor);  … - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001806367
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Survival, look-ahead bias and the persistence in Hedge fund performance
Baquero, Guillermo (contributor);  … - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001713910
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Stress testing with student's t dependence
Kole, Erik (contributor); Koedijk, Kees (contributor);  … - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001791516
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Fund liquidation, self-selection and look-ahead bias in the hedge fund industry
Horst, Jenke R. ter (contributor);  … - 2004
Persistent link: https://www.econbiz.de/10002496882
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Evaluating portfolio value-at-risk using semi-parametric GARCH models
Rombouts, Jeroen V. K. (contributor);  … - 2004
Persistent link: https://www.econbiz.de/10002505827
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The effects of systemic crises when investors can be crisis ignorant
Kole, Erik (contributor); Koedijk, Kees (contributor);  … - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002059646
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Do banks influence the capital structure choices of firms?
Daniševská, Petra (contributor); Jong, Abe de (contributor) - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002103657