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Article

Kaeck, Andreas, Rodrigues, Paulo and Seeger, Norman (2018) Model complexity and out-of-sample performance: evidence from S&P 500 index returns. Journal of Economic Dynamics and Control, 90. pp. 1-29. ISSN 0165-1889

Alejandro, Bernales, Chen, Louisa and Valenzuela, Marcela (2017) Learning and forecasts on option returns through the volatility risk premium. Journal of Economic Dynamics and Control, 82. 312 -330. ISSN 0165-1889

Kaeck, Andreas (2013) Asymmetry in the jump-size distribution of the S&P 500: evidence from equity and option markets. Journal of Economic Dynamics and Control, 37 (9). pp. 1872-1888. ISSN 0165-1889

Tol, Richard S J (2013) Targets for global climate policy: an overview. Journal of Economic Dynamics and Control, 37 (5). pp. 911-928. ISSN 0165-1889

This list was generated on Mon Jun 25 20:36:16 2018 BST.