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Journal of Financial Econometrics, Vol. 7, No. 3., pp. 197-198.
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on 2009-10-31 09:39:32
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Journal of the American Statistical Association, Vol. 103, No. 483. (September 2008), pp. 910-923.
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Journal of Business & Economic Statistics, Vol. 26, No. 4. (September 2008), pp. 423-434.
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on 2009-10-31 09:35:45
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Computational Statistics
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on 2009-10-31 09:29:31
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Statistics and Computing, Vol. 17, No. 2. (June 2007), pp. 81-92.
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on 2009-10-31 09:28:17
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Journal of Financial Econometrics, Vol. 7, No. 3., pp. 265-287.
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Co-integration, Error Correction, and the Econometric Analysis of Non-Stationary Data, Vol. 1, No. 9., pp. i-330.
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Simulation-based Econometric Methods, pp. i-174.
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Time-Series-Based Econometrics, pp. i-294.
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Panel Data Econometrics, pp. i-231.
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Finite Sample Econometrics, pp. i-230.
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Econometrics: Alchemy or Science?, Vol. 1, No. 9., pp. i-542.
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Dynamic Econometrics, Vol. 1, No. 9., pp. i-869.
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The Formation of Econometrics, Vol. 1, No. 8., pp. i-212.
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Journal of Forecasting, Vol. 19, No. 4. (July 2000)
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Journal of Forecasting, Vol. 19, No. 4. (2000), pp. 313-333.
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In A practical guide to heavy tails (Santa Barbara, CA, 1995) (1998), pp. 79-110.
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Journal of the American Statistical Association, Vol. 97, No. 459. (1 September 2002), pp. 836-846.
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Computational Statistics & Data Analysis, Vol. 53, No. 4. (15 February 2009), pp. 1264-1270.
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Journal of Empirical Finance, Vol. 7, No. 3-4. (November 2000), pp. 389-416.
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Journal of Financial Econometrics, Vol. 4, No. 1. (2006), pp. 53-89.
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ArXiv Physics e-prints (July 2006)
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Insurance: Mathematics and Economics, Vol. 38, No. 3. (15 June 2006), pp. 427-440.
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The Journal of Risk Finance Incorporating Balance Sheet, Vol. 7, No. 2. (2006), pp. 117-135.
posted to es by DOI
on 2009-10-31 08:59:13
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Journal of Asset Management, Vol. 9, No. 2. (July 2008), pp. 121-137.
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on 2009-10-31 08:58:33
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Quantitative Finance, Vol. 7, No. 4. (August 2007), pp. 389-396.
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on 2009-10-31 08:58:00
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Analyzing and Managing Banking Risk, Vol. 1, No. 2., pp. 1-367.
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on 2009-10-31 08:57:25
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Decisions in Economics and Finance, Vol. 30, No. 1., pp. 71-78.
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on 2009-10-31 08:52:41
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The European Journal of Finance, Vol. 15, No. 5-6., pp. 451-461.
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on 2009-10-31 08:51:08
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Mathematical Finance, Vol. 19, No. 2., pp. 189-214.
posted to risk by DOI
on 2009-10-31 08:49:38
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Finance and Stochastics, Vol. 11, No. 3. (July 2007), pp. 429-445.
posted to no-tag by DOI
on 2009-10-31 08:47:37
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Annals of Finance
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on 2009-10-31 08:45:31
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