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Extreme US stock market fluctuations in the wake of 9/11
Straetmans, Stefan; Verschoor, Willem F. C.; Wolff, … - In: Journal of applied econometrics 23 (2008) 1, pp. 17-42
Persistent link: https://www.econbiz.de/10003682824
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An empirical application of stochastic volatility models
Mahieu, Ronald J. - In: Journal of applied econometrics 13 (1998) 4, pp. 333-359
Persistent link: https://www.econbiz.de/10001247132
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Strategic asset allocation for long-term investors : parameter uncertainty and prior information
Hoevenaars, Roy P. P. M.; Molenaar, Roderick D. J.; … - In: Journal of applied econometrics 29 (2014) 3, pp. 353-376
Persistent link: https://www.econbiz.de/10010414892