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[分享]2005年Journal of Empirical Finance
本附件包括：
- A comparison of extreme value theory approaches for determining value at risk (1).pdf
- A comparison of extreme value theory approaches for determining value at risk (2).pdf
- A comparison of extreme value theory approaches for determining value at risk (3).pdf
- A comparison of extreme value theory approaches for determining value at risk .pdf
- Equilibrium analysis of volatility clustering .pdf
- European exchange rate volatility dynamics_ an empirical investigation .pdf
- Evaluating the importance of missing risk factors using the optimal orthogonal portfolio approach .pdf
- Forecasting asymmetries in aggregate stock market returns_ Evidence from conditional skewness .pdf
- Forecasting daily variability of the S&P 100 stock index using historical, realised and implied volatility measurements .pdf
- Foreign acquisitions by UK limited companies_ short- and long-run performance .pdf
- Index futures and positive feedback trading_ evidence from major stock exchanges .pdf
- Index futures arbitrage before and after the introduction of sixteenths on the NYSE .pdf
- Internationally cross-listed stock prices during overlapping trading hours_ price discovery and exchange rate effects .pdf
- Measuring tail thickness under GARCH and an application to extreme exchange rate changes .pdf
- Order imbalance and liquidity supply_ Evidence from the bubble burst of Nasdaq stocks .pdf
- Ownership concentration and executive compensation in closely held firms_ Evidence from Hong Kong .pdf
- Price limit performance_ evidence from transactions data and the limit order book .pdf
- Pricing American options when the underlying asset follows GARCH processes .pdf
- Regime shifts in interest rate volatility .pdf
- STAR and ANN models_ forecasting performance on the Spanish ______Ibex-35______ stock index .pdf
- Testing dividend signaling models .pdf
- Testing for contagion_ a conditional correlation analysis .pdf
- Testing forward rate unbiasedness allowing for persistent regressors .pdf
- The econometrics of efficient portfolios .pdf
- The pricing discount for limited liquidity_ evidence from SWX Swiss Exchange and the Nasdaq .pdf
- The relationship between stock returns and inflation_ new evidence from wavelet analysis .pdf
- The relationship between stock returns and volatility in international stock markets .pdf
- Trading volume and contract rollover in futures contracts .pdf
- Winter blues and time variation in the price of risk .pdf
- Yet another look at mutual fund tournaments .pdf
8.08 MB
2006-4-14