The stock-bond comovements and cross-market trading (Q1656474): Difference between revisions

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+Behavioral heterogeneity in stock prices
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+Normal rank
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+Structural stochastic volatility in asset pricing dynamics: estimation and model contest
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+Behavioral heterogeneity in the option market
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+Analysis of time series subject to changes in regime
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+Markov-switching vector autoregressions. Modelling, statistical inference, and application to business cycle analysis
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+Mutual fund separation in financial theory - the separating distributions
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+Speculative behavior and the dynamics of interacting stock markets
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+Testing and Modeling Multivariate Threshold Models
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