Journal of Empirical Finance
Collection
Collection
- ISSN: 09275398
Published by North-Holland
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A note on the relationship between GARCH and symmetric stable processes Article
Journal of Empirical Finance, 2(3), 253-264.P.A. Groenendijk (Patrick), A. Lucas (André) and C.G. de Vries (Casper)
January 1995
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Tail index and quantile estimation with very high frequency data Article
Journal of Empirical Finance, 241-257.January 1997
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An Empirical Analysis of Intertemporal Asset Pricing Models with Transactions Costs and Habit Persistence Article
Journal of Empirical Finance, 243-265.January 1999 -
Portfolio selection with limited downside risk Article
Journal of Empirical Finance, 247-269.D.W. Jansen (Dennis), C.G. Koedijk (Kees) and C.G. de Vries (Casper)
January 2000 -
Visualizing time-varying correlations across stock markets Article
Journal of Empirical Finance, 155-172.Ph.H.B.F. Franses (Philip Hans) and P.J.F. Groenen (Patrick)
August 2000 -
Eliminating Look-Ahead Bias in Evaluating Persistence in Mutual Fund Performance Article
Journal of Empirical Finance, 8(4), 345-373.J.R. ter Horst (Jenke), T.E. Nijman (Theo) and M.J.C.M. Verbeek (Marno)
September 2001 -
Stock selection, style rotation, and risk Article
Journal of Empirical Finance, 9(1), 1-34.January 2002 -
Stock selection strategies in emerging markets Review
D.J.C. van Dijk (Dick), J.M. Hart (Jaap) and E. Slagter (Erica)
February 2003