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Period of time: 2013年1期
Publisher: Oxford University Press
Founded in: 2003
Total resources: 4
ISSN: 1479-8417
Subject: F8 Finances
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 Financial Econometrics,volume 11,issue 1
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Stochastic Volatility of Volatility and Variance Risk Premia
By Barndorff-Nielsen Ole E.,Veraart Almut E. D. in (2012)
Journal of Financial Econometrics,volume 11,issue 1 , Vol. 11, Iss. 1, 2012-12 , pp.![](/images/ico/ico5.png)
Estimating Optimal Decision Rules in the Presence of Model Parameter Uncertainty
By Bennett Christopher J. in (2012)
Journal of Financial Econometrics,volume 11,issue 1 , Vol. 11, Iss. 1, 2012-12 , pp.![](/images/ico/ico5.png)
The Analysis of Stochastic Volatility in the Presence of Daily Realized Measures
By Koopman Siem Jan,Scharth Marcel in (2012)
Journal of Financial Econometrics,volume 11,issue 1 , Vol. 11, Iss. 1, 2012-12 , pp.![](/images/ico/ico5.png)
Dynamic Factor Volatility Modeling: A Bayesian Latent Threshold Approach
By Nakajima Jouchi,West Mike in (2012)
Journal of Financial Econometrics,volume 11,issue 1 , Vol. 11, Iss. 1, 2012-12 , pp.![](/images/ico/ico5.png)
Efficient Estimation of Covariance Matrices using Posterior Mode Multiple Shrinkage
By Giordani Paolo,Mun Xiuyan,Kohn Robert in (2012)
Journal of Financial Econometrics,volume 11,issue 1 , Vol. 11, Iss. 1, 2012-12 , pp.![](/images/ico/ico5.png)
Jackknife for Bias Reduction in Predictive Regressions
Journal of Financial Econometrics,volume 11,issue 1 , Vol. 11, Iss. 1, 2012-12 , pp.