C32 - Time-Series Models

Citations 1-3 of 3 total displayed.

Most recent content (1 Sep 2008):

Articles
A Bayesian Analysis of Return Dynamics with Lévy Jumps

Haitao Li, Martin T. Wells, and Cindy L. Yu
Rev. Financ. Stud. 2008; 21: 2345-2378. [Abstract] [Full text] [PDF]  

Past content (since Dec 2006):

Articles
Asymmetries in Stock Returns: Statistical Tests and Economic Evaluation

Yongmiao Hong, Jun Tu, and Guofu Zhou
Rev. Financ. Stud. 2007; 20: 1547-1581. [Abstract] [Full text] [PDF]  

Articles
Downside Risk

Andrew Ang, Joseph Chen, and Yuhang Xing
Rev. Financ. Stud. 2006; 19: 1191-1239. [Abstract] [Full text] [PDF]