haku: @indexterm heteroscedasticity / yhteensä: 30
viitteet: 11-20 / 30
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 otsikkovuositekijä
11.
Multiperiod hedging in the presence of stochastic volatility
International Review of Financial Analysis
2001 : VOL. 10:4, p. 395-406
 2001 Lien, D.
Wilson, B.K.
12.
Extracting factors from heteroskedastic asset returns
Journal of Financial Economics
2001 : NOV, VOL. 62:2, p. 293-325
 2001 Jones, C.S.
13.
Heterokedastic behavior of the Latin American emerging stock markets
International Review of Financial Analysis
2001 : VOL. 10:3, p. 287-305
 2001 Ortiz, E.
Arjona, E.
14.
A stochastic volatility model specification with diagnostics for thinly traded equity markets
Journal of Multinational Financial Management
2001 : OCT-DEC, VOL. 11:4-5, p. 385-406
 2001 Solibakke, P. B.
15.
Central bank interventions and exchange rate band regimes
Journal of International Money and Finance
2001 : OCT, VOL. 20:5, p. 677-700
 2001 Mundaca, B. G.
16.
Misspecified heteroskedasticity in the panel probit model: a small sample comparison of GMM and SML estimators
Journal of Econometrics
2000 : AUG, VOL. 97:2, p. 227-260
 2000 Inkmann, J.
17.
Volatility of real GDP: some evidence from the United States, the United Kingdom and Japan
Japan and the World Economy
2000 : MAY, VOL. 12:2, p. 143-152
 2000 Hamori, S.
18.
Efficiency results of MLE and GMM estimation with sampling weights
Journal of Econometrics
2000 : MAY, VOL. 96:1, p. 25-37
 2000 Butler, J. S.
19.
On stock return seasonality and conditional heteroskedasticity
Journal of Financial Research
1998 : SUMMER, VOL. 21:2, p. 229-246
 1998 Beller, K.
Nofsinger, J.
20.
Subsampling for heteroskedastic time series.
Journal of Econometrics
1997 : DEC, VOL. 81:2, p. 281-317
 1997 Politis, D. N.
Romano, J. P.
Wolf, M.
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