C15 - Simulation Methods

Contributing journals to this collection:
Review of Finance, European Review of Agriculture Economics, The World Bank Economic Review, Journal of Economic Geography, Cambridge Journal of Regions, Economy and Society, American Law and Economics Review, Industrial and Corporate Change, CESifo Economic Studies, The Review of Financial Studies, Contributions to Political Economy, Journal of Financial Econometrics, Journal of Law, Economics, and Organization, Journal of African Economies, Socio-Economic Review, Oxford Economic Papers, The World Bank Research Observer, Oxford Review of Economic Policy, Cambridge Journal of Economics, Journal of Competition Law and Economics, and Review of Environmental Economics and Policy

Citations 1-4 of 4 total displayed.

Most recent content

Articles
A Bayesian Analysis of Return Dynamics with Lévy Jumps

Haitao Li, Martin T. Wells, and Cindy L. Yu
Rev. Financ. Stud. 2008; 21: 2345-2378. [Abstract] [Full text] [PDF]  

Past content

Articles
Asymmetries in Stock Returns: Statistical Tests and Economic Evaluation

Yongmiao Hong, Jun Tu, and Guofu Zhou
Rev. Financ. Stud. 2007; 20: 1547-1581. [Abstract] [Full text] [PDF]  

Articles
Downside Risk

Andrew Ang, Joseph Chen, and Yuhang Xing
Rev. Financ. Stud. 2006; 19: 1191-1239. [Abstract] [Full text] [PDF]  

Articles
Power and Bipower Variation with Stochastic Volatility and Jumps

Ole E. Barndorff-Nielsen and Neil Shephard
J. Financial Econometrics 2004; 2: 1-37. [Abstract] [Full text] [PDF]