International Econometric Review » Volume: 8 Issue: 2

Articles

1. Estimation of Multivariate Stochastic Volatility Models: A Comparative Monte Carlo Study

M. Hakan Eratalay

Page : 19-52

2. Is the Effect of Risk on Stock Returns Different in Up and Down Markets? A Multi-Country Study

Srikanta Kundu , Nityananda Sarkar

Page : 53-71

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