Index of /pub/Finanzas/Journals/Journal of Empirical Finance/Vol10_2003/Issue 4/

NameLast modifiedSizeDescription

Parent Directory - 
A-nonparametric-test-of-market-timing_Jiang_2003.pdf06-Feb-2026 16:33250.8KB 
Disturbing-extremal-behavior-of-spot-rate-dynamics_Bali_2003.pdf06-Feb-2026 16:33272.1KB 
Editorial-Board_[first_author]_2003.pdf06-Feb-2026 16:3310.8KB 
Predicting-emerging-market-currency-crashes_Kumar_2003.pdf06-Feb-2026 16:33434.7KB 
Univariate-and-multivariate-stochastic-volatility-models-estimation-and-diagnostics_Liesenfeld_2003.pdf06-Feb-2026 16:33506.8KB 
Volatility-clustering-in-monthly-stock-returns_Jacobsen_2003.pdf06-Feb-2026 16:33206.3KB 

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