Econometric Research Association

IER September 2016

• M. Hakan Eratalay
  Estimation of Multivariate Stochastic Volatility Models: A Comparative Monte Carlo Study / Pages: 19-52
  Abstract
  
  
• Kundu, Srikanta and Nityananda Sarkar
  Is the Effect of Risk on Stock Returns Different in Up and Down Markets?
  A Multi-Country Study / Pages: 53-71
  Abstract

Kundu, Srikanta and Nityananda Sarkar
      Is the Effect of Risk on Stock Returns Different in Up and Down Markets?
      A Multi-Country Study / Pages: 53-71
      Abstract

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    Volume: 8                               Issue: 2                                September 2016
    ISSN: 1308-8793                    ISSN(Online): 1308-8815