Narrow search
Showing 1 - 10 of 16
Cover Image
COMMENT - The Design and Production of New Retirement Savings Products: A Comment
Dert, Cees; Lodewijk, Michiel; Oldenkamp, Bart; Pooter, … - In: The journal of portfolio management : a publication of … 29 (2003) 4, pp. 123
Persistent link: https://www.econbiz.de/10006555658
Cover Image
COMMENT - The Design and Production of New Retirement Savings Products: A Comment
Dert, Cees; Lodewijk, Michiel; Oldenkamp, Bart; Pooter, … - In: The journal of portfolio management : a publication of … 29 (2003) 3, pp. 123
Persistent link: https://www.econbiz.de/10006555764
Cover Image
Predicting the Daily Covariance Matrix for S&P 100 Stocks Using Intraday Data - But Which Frequency to Use?
de Pooter, Michiel; Martens, Martin; van Dijk, Dick - In: Econometric reviews 27 (2008) 1-3, pp. 199-229
Persistent link: https://www.econbiz.de/10007993915
Cover Image
Forecasting S&P 500 volatility: Long memory, level shifts, leverage effects, day-of-the-week seasonality, and macroeconomic announcements
Martens, Martin; van Dijk, Dick; de Pooter, Michiel - In: International journal of forecasting 25 (2009) 2, pp. 282-304
Persistent link: https://www.econbiz.de/10008892141
Cover Image
Forecasting S&P 500 volatility: Long memory, level shifts, leverage effects, day-of-the-week seasonality, and macroeconomic announcements
Martens, Martin; van Dijk, Dick; de Pooter, Michiel - In: International journal of forecasting 25 (2009) 2, pp. 282-303
Persistent link: https://www.econbiz.de/10008231949
Cover Image
Semiparametric forecast intervals
Wu, Jason J. - In: Journal of forecasting 31 (2012) 3, pp. 189-229
Persistent link: https://www.econbiz.de/10009845170
Cover Image
The Taylor Rule and Forecast Intervals for Exchange Rates
WANG, JIAN; WU, JASON J. - In: Journal of money, credit and banking : JMCB 44 (2012) 1, pp. 103-145
Persistent link: https://www.econbiz.de/10009825112
Cover Image
A Stochastic Programming Model for Currency Option Hedging
Wu, Jason; Sen, Suvrajeet - 2000
Persistent link: https://www.econbiz.de/10008217284
Cover Image
The Impact of the 2007 Liquidity Shock on Bank Jumbo Mortgage Lending
CALEM, PAUL; COVAS, FRANCISCO; WU, JASON - In: Journal of money, credit and banking : JMCB 45 (2013), pp. 59-91
Persistent link: https://www.econbiz.de/10010145401
Cover Image
Dynamic factor Value-at-Risk for large heteroskedastic portfolios
Aramonte, Sirio; Giudice Rodriguez, Marius del; Wu, Jason - In: Journal of banking & finance 37 (2013) 11, pp. 4299-4309
Persistent link: https://www.econbiz.de/10010177815