Journal of Applied Econometrics

Cover image for Journal of Applied Econometrics

November/December 2003

Volume 18, Issue 6

Pages 621–734

  1. Research Articles

    1. Top of page
    2. Research Articles
    3. Software Reviews
    1. Value-at-risk for long and short trading positions (pages 641–663)

      Pierre Giot and Sébastien Laurent

      Version of Record online: 2 MAY 2003 | DOI: 10.1002/jae.710

  2. Software Reviews

    1. Top of page
    2. Research Articles
    3. Software Reviews
    1. You have free access to this content
      Multivariate GARCH models: software choice and estimation issues (pages 725–734)

      Chris Brooks, Simon P. Burke and Gita Persand

      Version of Record online: 15 SEP 2003 | DOI: 10.1002/jae.717

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