Next Article in Journal
Validation of the Merton Distance to the Default Model under Ambiguity
Next Article in Special Issue
Refining Our Understanding of Beta through Quantile Regressions
Previous Article in Journal
Testing for a Single-Factor Stochastic Volatility in Bivariate Series
Previous Article in Special Issue
A Non-Parametric and Entropy Based Analysis of the Relationship between the VIX and S&P 500
Open AccessArticle

Article Versions Notes

J. Risk Financial Manag. 2014, 7(1), 1-12; https://doi.org/10.3390/jrfm7010001
Action Date Notes Link
article pdf uploaded. 26 February 2014 14:39 CET Updated version of record https://www.mdpi.com/1911-8074/7/1/1/pdf
article html file updated 19 August 2015 21:51 CEST Update https://www.mdpi.com/1911-8074/7/1/1/html
article html file updated 21 March 2019 13:02 CET Update https://www.mdpi.com/1911-8074/7/1/1/html
article html file updated 7 May 2019 18:04 CEST Update https://www.mdpi.com/1911-8074/7/1/1/html
article html file updated 6 February 2020 07:33 CET Update https://www.mdpi.com/1911-8074/7/1/1/html
Back to TopTop