

Period of time: 2004年5期
Publisher: Elsevier
Founded in: 1993
Total resources: 4
ISSN: 0927-5398
Subject: F2 Economic Planning and Management
Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.
Journal of Empirical Finance,volume 10,issue 5
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Measuring and modeling systematic risk in factor pricing models using high-frequency data
By Bollerslev T., Zhang B.Y.B. in (2003)
Journal of Empirical Finance,volume 10,issue 5 , Vol. 10, Iss. 5, 2003-12 , pp.
Testing for differences in the tails of stock-market returns
By Jondeau E., Rockinger M. in (2003)
Journal of Empirical Finance,volume 10,issue 5 , Vol. 10, Iss. 5, 2003-12 , pp.
A Bayesian analysis of a variance decomposition for stock returns
By Hollifield B., Koop G., Li K. in (2003)
Journal of Empirical Finance,volume 10,issue 5 , Vol. 10, Iss. 5, 2003-12 , pp.
By Ledoit O., Wolf M. in (2003)
Journal of Empirical Finance,volume 10,issue 5 , Vol. 10, Iss. 5, 2003-12 , pp.
Nonlinear prediction of exchange rates with monetary fundamentals
Journal of Empirical Finance,volume 10,issue 5 , Vol. 10, Iss. 5, 2003-12 , pp.
Central bank interventions and jumps in double long memory models of daily exchange rates
By Beine M., Laurent S. in (2003)
Journal of Empirical Finance,volume 10,issue 5 , Vol. 10, Iss. 5, 2003-12 , pp.
By de Haan L., Hinloopen J. in (2003)
Journal of Empirical Finance,volume 10,issue 5 , Vol. 10, Iss. 5, 2003-12 , pp.