The following pages link to Journal of Financial Econometrics (Q73933):
Displayed 8 items.
- Measuring the Frequency Dynamics of Financial Connectedness and Systemic Risk* (Q73936) (← links)
- Asymmetric Dynamics in the Correlations of Global Equity and Bond Returns (Q128857) (← links)
- A New Approach to Markov-Switching GARCH Models (Q133444) (← links)
- Regression-Based Expected Shortfall Backtesting (Q137280) (← links)
- A Simple Approximate Long-Memory Model of Realized Volatility (Q143648) (← links)
- A Generalized Stepwise Procedure with Improved Power for Multiple Inequalities Testing (Q155668) (← links)
- Value-at-Risk Prediction: A Comparison of Alternative Strategies (Q5226705) (← links)
- Default Risk, Asset Pricing, and Debt Control (Q5226707) (← links)