Recent developments in financial economics and econometrics: An overview
Author:
Publisher
Elsevier BV
Subject
Economics and Econometrics,Finance
Reference24 articles.
1. Nonlinear dynamics and recurrence plots for detecting financial crisis;Addo;North American Journal of Economics and Finance.,2013
2. EVT and tail-risk modellilng: Evidence from market indices and volatility series;Allen;North American Journal of Economics and Finance.,2013
3. High quantiles estimation with quasi-PORT and DPOT: An application to value-at-risk for financial variables;Araujo Santos;North American Journal of Economics and Finance.,2013
4. Forecasting volatility with the realized range in the presence of noise and non-trading;Bannouh;North American Journal of Economics and Finance.,2013
5. A conditional single index model with local covariates for detecting and evaluating active management;Caporin;North American Journal of Economics and Finance.,2013
Cited by 4 articles. 订阅此论文施引文献 订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献
1. MARKET RISK OF INVESTMENT IN US SUBPRIME CRISIS: COMPARISON OF A PURE DIFFUSION AND A PURE JUMP MODEL;Annals of Financial Economics;2016-09
2. Economic Phenomena, Economic Analysis, and Its Statistical Applicability: Focusing on the Developments of Econometrics and Challenging Issues;Korean Journal of Applied Statistics;2015-12-31
3. Investor response to public news, sentiment and institutional trading in emerging markets: A review;International Review of Economics & Finance;2015-11
4. Modelling a latent daily Tourism Financial Conditions Index;International Review of Economics & Finance;2015-11
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