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The structure of international stock returns and the integration of capital markets
Heston, Steven L. - In: Journal of empirical finance 2 (1995) 3, pp. 173-197
Persistent link: https://www.econbiz.de/10001203347
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Is long memory necessary? : an empirical investigation of nonnegative interest rate processes
Duan, Jin-Chuan; Jacobs, Kris - In: Journal of empirical finance 15 (2008) 3, pp. 567-581
Persistent link: https://www.econbiz.de/10003759664
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The role of intermediaries in derivatives markets : evidence from VIX options
Jacobs, Kris; Anh Thu Mai - In: Journal of empirical finance 77 (2024), pp. 1-18
Persistent link: https://www.econbiz.de/10014578535
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Macroeconomic determinants of the term structure : long-run and short-run dynamics
Doshi, Hitesh; Jacobs, Kris; Liu, Rui - In: Journal of empirical finance 48 (2018), pp. 99-122
Persistent link: https://www.econbiz.de/10012109275
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Testing and comparing value-at-risk measures
Christoffersen, Peter F.; Hahn, Jinyong; Inoue, Atsushi - In: Journal of empirical finance 8 (2001) 3, pp. 325-342
Persistent link: https://www.econbiz.de/10001587072
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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
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Testing and comparing Value-at-Risk measures
Christoffersen, Peter; Hahn, Jinyong; Inoue, Atsushi - In: Journal of empirical finance 8 (2001) 3, pp. 325-342
Persistent link: https://www.econbiz.de/10007239578