haku: @indexterm Autoregression / yhteensä: 20
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1.
The Nobel memorial prize for Robert F. Engle
Scandinavian Journal of Economics
2004 : VOL. 106:2, p. 165-185
 2004 Diebold, F.X.
2.
The empirical relationship between risk and return: evidence from the UK stock market
International Review of Financial Analysis
2003 : VOL. 12:3, p. 329-346
 2003 Xing, X.
Howe, J.S.
3.
Multivariate market risk estimators: reliability and transaction costs in the context of portfolio selection
European Journal of Finance
2003 : FEB, VOL. 9:1, p. 1-18
 2003 Gerhard, F.
Hess, D.
4.
Identifying the effects of monetary policy shocks on exchange rates using high frequency data
Journal of the European Economic Association
2003 : SEP, VOL. 1:5, p. 1031-1057
 2003 Faust, J. (et al.)
5.
Tests for symmetric and asymmetric nonlinear mean reversion in real exchange rates
Journal of Money, Credit and Banking
2002 : AUG, VOL. 34:3, part 1, p. 686-700
 2002 Sollis, R.
Leybourne, S.
Newbold, P.
6.
The relationship between conditional stock market volatility and conditional macroeconomic volatility: empirical evidence on UK data
International Review of Financial Analysis
2002 : VOL. 11:1, p. 101-110
 2002 Morelli, D.
7.
Information and volatility linkage under external shocks: evidence from dually listed Australian stocks
International Review of Financial Analysis
2002 : VOL. 11:1, p. 59-71
 2002 Alaganar, V.T.
Bhar, R.
8.
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.
9.
When units roots matter: excess volatility and excess smoothness of long-term interest rates
Journal of Empirical Finance
2001 : DEC, VOL. 8:5, p. 669-694
 2001 Schotman, P. C.
10.
Estimation of a rational expectations model of the term structure
Journal of Empirical Finance
2001 : DEC, VOL. 8:5, p. 639-668
 2001 Melino, A.
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