Index of /pub/Finanzas/Journals/Journal of Empirical Finance/Vol10_2003/Issue 5/

NameLast modifiedSizeDescription
Parent Directory - 
A-Bayesian-analysis-of-a-variance-decomposition-for-stock-returns_Hollifield_2003.pdf06-Feb-2026 16:33180.6KB 
Author-Index-Volume-10_[first_author]_2003.pdf06-Feb-2026 16:3336.1KB 
Central-bank-interventions-and-jumps-in-double-long-memory-models-of-daily-exchange-rates_Beine_2003.pdf06-Feb-2026 16:33187.8KB 
Editorial-Board_[first_author]_2003.pdf06-Feb-2026 16:3310.5KB 
Improved-estimation-of-the-covariance-matrix-of-stock-returns-with-an-application-to-portfolio-selection_Ledoit_2003.pdf06-Feb-2026 16:33193.1KB 
List-of-referees_[first_author]_2003.pdf06-Feb-2026 16:3333.9KB 
Measuring-and-modeling-systematic-risk-in-factor-pricing-models-using-high-frequency-data_Bollerslev_2003.pdf06-Feb-2026 16:33392.8KB 
Nonlinear-prediction-of-exchange-rates-with-monetary-fundamentals_Qi_2003.pdf06-Feb-2026 16:33164.0KB 
Preference-hierarchies-for-internal-finance,-bank-loans,-bond,-and-share-issues-evidence-for-Dutch-firms_de-Haan_2003.pdf06-Feb-2026 16:33163.8KB 
Testing-for-differences-in-the-tails-of-stock-market-returns_Jondeau_2003.pdf06-Feb-2026 16:33210.4KB 
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