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Regime switching for dynamic correlations
Pelletier, Denis - In: Journal of Econometrics 131 (2006) 1-2, pp. 445-473
Persistent link: https://www.econbiz.de/10005122575
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Short run and long run causality in time series: inference
Dufour, Jean-Marie; Pelletier, Denis; Renault, Eric - In: Journal of Econometrics 132 (2006) 2, pp. 337-362
Persistent link: https://www.econbiz.de/10005192987
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Generalized spectral estimation of the consumption-based asset pricing model
Berkowitz, Jeremy - In: Journal of Econometrics 104 (2001) 2, pp. 269-288
Persistent link: https://www.econbiz.de/10005052824
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Option valuation with conditional skewness
Christoffersen, Peter; Heston, Steve; Jacobs, Kris - In: Journal of Econometrics 131 (2006) 1-2, pp. 253-284
Persistent link: https://www.econbiz.de/10005192898