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Editors' introduction: Heavy t...
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Further evidence for the negative relationship between stock returns and volatility
Kurz-Kim, Jeong-Ryeol
- In:
Applied economics letters
16
(
2009
)
13/15
,
pp. 1295-1300
Persistent link: https://www.econbiz.de/10003894134
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2
The long-run stability of European money demand
Clausen, Volker
;
Kurz-Kim, Jeong-Ryeol
- In:
Journal of economic integration
15
(
2000
)
3
,
pp. 486-505
Persistent link: https://www.econbiz.de/10001504818
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3
Nonlinear error correction modeling in German interest rates
Brannolte, Cord
;
Hansen, Gerd
;
Kurz-Kim, Jeong-Ryeol
- In:
Jahrbücher für Nationalökonomie und Statistik
(
1999
)
3/4
,
pp. 271-283
Persistent link: https://www.econbiz.de/10001451366
Saved in:
4
The long-run stability of European money demand
Clausen, Volker
;
Kurz-Kim, Jeong-Ryeol
-
1998
Persistent link: https://www.econbiz.de/10000988985
Saved in:
5
The long-run stability of European money demand
Clausen, Volker
;
Kurz-Kim, Jeong-Ryeol
-
1997
Persistent link: https://www.econbiz.de/10001410616
Saved in:
6
Measuring high-frequency causality between returns, realized volatility, and implied volatility
Dufour, Jean-Marie
;
Garcia, René
;
Taamouti, Abderrahim
- In:
Journal of financial econometrics : official journal of …
10
(
2012
)
1
,
pp. 124-163
Persistent link: https://www.econbiz.de/10009519709
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7
On a simple two-stage closed-form estimator for a stochastic volatility in a general linear regression
Dufour, Jean-Marie
;
Valéry, Pascale
-
2006
Persistent link: https://www.econbiz.de/10003331387
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8
Measuring causality between volatility and returns with high-frequency data
Dufour, Jean-Marie
(
contributor
);
Garcia, René
(
contributor
)
-
2008
Persistent link: https://www.econbiz.de/10003774245
Saved in:
9
Exact and asymptotic tests for possibly non-regular hypotheses on stochastic volatility models
Dufour, Jean-Marie
;
Valéry, Pascale
- In:
Journal of econometrics
150
(
2009
)
2
,
pp. 193-206
Persistent link: https://www.econbiz.de/10003858526
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10
Finite-sample distribution-free inference in linear median regression under heteroskedasticity and nonlinear dependence of unknown form
Coudin, Elise
;
Dufour, Jean-Marie
-
2007
Persistent link: https://www.econbiz.de/10003656187
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