Index of /pub/Finanzas/Journals/Journal of Empirical Finance/Vol11_2004/Issue 3/

NameLast modifiedSizeDescription

Parent Directory - 
Editorial-Board_[first_author]_2004.pdf06-Feb-2026 16:335.3KB 
Modelling-daily-Value-at-Risk-using-realized-volatility-and-ARCH-type-models_Giot_2004.pdf06-Feb-2026 16:33193.8KB 
Occasional-structural-breaks-and-long-memory-with-an-application-to-the-S&P-500-absolute-stock-returns_Granger_2004.pdf06-Feb-2026 16:33419.4KB 
Overreaction-of-index-futures-in-Hong-Kong_Kwok-Wah-Fung_2004.pdf06-Feb-2026 16:33233.1KB 
Ranking-mutual-funds-using-unconventional-utility-theory-and-stochastic-dominance_Vinod_2004.pdf06-Feb-2026 16:33238.8KB 
Regime-switching-stochastic-volatility-and-short-term-interest-rates_Kalimipalli_2004.pdf06-Feb-2026 16:33692.9KB 

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