Aestimatio Nº 3, 2011

RESEARCH ARTICLES

Low-Frequency Components and the Weekend Effect Revisited: Evidence from Spectral Analysis
Racicot, François-Eric

Functional statistical time series analysis of the Dividend Policy of Spanish Companies functional
Salmerón, Román; Ruiz-Medina, María Dolores

Applications of State Contingent Stochastic Ordering Methods to the Clustering and Performance Measurements of Trading Strategies
Glaffig, Clemens H.

Asymmetric stochastic Volatility models and Multicriteria Decision Methods in Finance
García Centeno, María del Carmen; Mínguez Salido, Román

Are Portfolio Holdings Affected by Parameter Uncertainty and Ambiguity?
Proelss, Juliane; Scweizer, Denis

Asset Pricing and liquidity risk in the Chilean Stock Market
Lamothe Fernández, Prosper; Vásquez Tejos, Francisco Javier

PROFESSIONAL BRIEFINGS

A Framework to Assess Vulnerabilities Arising from Household Indebtedness using Microdata
Djoudad, Ramdane

Seasonal causality in the Energy Commodities
Díaz Rodríguez, Fernanda; Población, Javier

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