| Name | Last modified | Size | Description |
|---|---|---|---|
| Parent Directory | - | ||
| A-censored-GARCH-model-of-asset-returns-with-price-limits_Wei_2002.pdf | 06-Feb-2026 16:33 | 202.8KB | |
| Estimation-and-empirical-performance-of-Heston's-stochastic-volatility-model-the-case-of-a-thinly-traded-market_Fiorentini_2002.pdf | 06-Feb-2026 16:33 | 218.6KB | |
| Nonparametric-tests-of-conditional-mean-variance-efficiency-of-a-benchmark-portfolio_Wang_2002.pdf | 06-Feb-2026 16:33 | 234.0KB | |
| On-testing-the-adequacy-of-stable-processes-under-conditional-heteroscedasticity_Deo_2002.pdf | 06-Feb-2026 16:33 | 122.2KB | |
| Testing-constancy-of-correlation-and-other-specifications-of-the-BGARCH-model-with-an-application-to-international-equity-returns_Be.pdf | 06-Feb-2026 16:33 | 153.7KB | |