search query: @journal_id 1398 / total: 110
references: 3-12 / 110
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3.
Occasional structural breaks and long memory with an application to the S&P 500 absolute stock returns
Journal of Empirical Finance
2004 : JUN, VOL. 11:3, p. 399-421
 2004 Granger, C.W.J.
Hyung, N.
4.
Modelling daily Value-at-Risk using realized volatility and ARCH type models
Journal of Empirical Finance
2004 : JUN, VOL. 11:3, p. 379-398
 2004 Giot, P.
Laurent, S.
5.
Ranking mutual funds using unconventional utility theory and stochastic dominance
Journal of Empirical Finance
2004 : JUN, VOL. 11:3, p. 353-377
 2004 Vinod, H.D.
6.
Regime-switching stochastic volatility and short-term interest rates
Journal of Empirical Finance
2004 : JUN, VOL. 11:3, p. 309-329
 2004 Kalimipalli, M.
Susmel, R.
7.
Robust GMM analysis of models for the short rate process
Journal of Empirical Finance
2003 : MAY, VOL. 10:3, p. 373-397
 2003 Dell'Aquila, R.
Ronchetti, E.
Trojani, F.
8.
A Bayesian analysis of dual trader informativeness in futures markets
Journal of Empirical Finance
2003 : MAY, VOL. 10:3, p. 355-372
 2003 Chakravarty, S.
Li, K.
9.
Realized volatility in the futures markets
Journal of Empirical Finance
2003 : MAY, VOL. 10:3, p. 321-354
 2003 Thomakos, D. D.
Wang, T.
10.
Stock splits: implications for investor trading costs
Journal of Empirical Finance
2003 : MAY, VOL. 10:3, p. 271-304
 2003 Gray, S. F.
Smith, T.
Whaley, R. E.
11.
Trading activity and stock price volatility: evidence from the London Stock Exchange
Journal of Empirical Finance
2003 : MAY, VOL. 10:3, p. 249-270
 2003 Huang, R. D.
Masulis, R. W.
12.
An exploration of the persistence of UK unit trust performance
Journal of Empirical Finance
2002 : DEC, VOL. 9:5, p. 475-493
 2002 Fletcher, J.
Forbes, D.
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