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A theoretical comparison between integrated and realized volatility
Meddahi, Nour - In: Journal of applied econometrics 17 (2002) 5, pp. 479-508
Persistent link: https://www.econbiz.de/10001709312
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A theoretical comparison between integrated and realized volatility
Meddahi, Nour - In: Journal of applied econometrics 17 (2002) 5, pp. 479-508
Persistent link: https://www.econbiz.de/10006970946
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Testing distributional assumptions: A GMM aproach
Bontemps, Christian; Meddahi, Nour - In: Journal of applied econometrics 27 (2012) 6, pp. 978-1013
Persistent link: https://www.econbiz.de/10010022056
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Testing distributional assumptions : a GMM approach
Bontemps, Christian; Meddahi, Nour - In: Journal of applied econometrics 27 (2012) 6, pp. 978-1012
Persistent link: https://www.econbiz.de/10010219746
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Can a well-fitted equilibrium asset-pricing model produce mean reversion?
Bonomo, Marco Antonio - In: Journal of applied econometrics 9 (1994) 1, pp. 19-29
Persistent link: https://www.econbiz.de/10001153860
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Risk aversion, intertemporal substitution, and the term structure of interest rates
Garcia, René; Luger, Richard - In: Journal of applied econometrics 27 (2012) 6, pp. 1013-1037
Persistent link: https://www.econbiz.de/10010022057
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Assessing and valuing the nonlinear structure of hedge fund returns
Diez De Los Rios, Antonio; Garcia, René - In: Journal of applied econometrics 26 (2011) 2, pp. 193-213
Persistent link: https://www.econbiz.de/10008844906
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Risk aversion, intertemporal substitution, and the term structure of interest rates
Garcia, René; Luger, Richard - In: Journal of applied econometrics 27 (2012) 6, pp. 1013-1036
Persistent link: https://www.econbiz.de/10010219748
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Assessing and valuing the nonlinear structure of hedge fund returns
Díez de los Ríos, Antonio; Garcia, René - In: Journal of applied econometrics 26 (2011) 2, pp. 193-212
Persistent link: https://www.econbiz.de/10008936915