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Journal of empirical finance
Journal of econometrics
77
Working papers / Rutgers University, Department of Economics
56
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47
Discussion paper / Department of Economics, University of California San Diego
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Let's get "real" about using economic data
Christoffersen, Peter
;
Ghysels, Eric
;
Swanson, Norman R.
- In:
Journal of empirical finance
9
(
2002
)
3
,
pp. 343
Persistent link: https://www.econbiz.de/10007235796
Saved in:
2
In- and out-of-sample specification analysis of spot rate models: Further evidence for the period 1982–2008
Cai, Lili
;
Swanson, Norman R.
- In:
Journal of empirical finance
18
(
2011
)
4
,
pp. 743-765
Persistent link: https://www.econbiz.de/10009291028
Saved in:
3
In- and out-of-sample specification analysis of spot rate models : further evidence for the period 1982 - 2008
Cai, Lili
;
Swanson, Norman R.
- In:
Journal of empirical finance
18
(
2011
)
4
,
pp. 743-764
Persistent link: https://www.econbiz.de/10009306528
Saved in:
4
Forecasting volatility using double shrinkage methods
Cheng, Mingmian
;
Swanson, Norman R.
;
Yang, Xiye
- In:
Journal of empirical finance
62
(
2021
),
pp. 46-61
Persistent link: https://www.econbiz.de/10012693319
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