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person:"Bacchetta, Philippe"
~isPartOf:"Journal of banking & finance"
~person:"Caporin, Massimiliano"
~person:"Kumbhakar, Subal"
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Estimation
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Bacchetta, Philippe
Caporin, Massimiliano
Kumbhakar, Subal
Prokopczuk, Marcel
7
Wese Simen, Chardin
4
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4
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Journal of banking & finance
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Decomposing and backtesting a flexible specification for CoVaR
Bonaccolto, Giovanni
;
Caporin, Massimiliano
;
Paterlini, …
- In:
Journal of banking & finance
108
(
2019
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012224757
Saved in:
2
On the predictability of stock prices : a case for high and low prices
Caporin, Massimiliano
;
Ranaldo, Angelo
;
Santucci de …
- In:
Journal of banking & finance
37
(
2013
)
12
,
pp. 5132-5146
Persistent link: https://www.econbiz.de/10010342761
Saved in:
3
A stochastic frontier approach to modelling financial constraints in firms : an application to India
Bhaumik, Sumon Kumar
;
Pranab Kumar Das
;
Kumbhakar, Subal
- In:
Journal of banking & finance
36
(
2012
)
5
,
pp. 1311-1319
Persistent link: https://www.econbiz.de/10009614538
Saved in:
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