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person:"Račev, Svetlozar T."
~isPartOf:"Annals of economics and finance"
~isPartOf:"Computational economics"
~person:"Baixauli, J. Samuel"
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Račev, Svetlozar T.
Baixauli, J. Samuel
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Implied severity density estimation : an extended semiparametric method to compute credit value at risk
Baixauli, J. Samuel
;
Alvarez, Susana
- In:
Computational economics
40
(
2012
)
2
,
pp. 115-129
Persistent link: https://www.econbiz.de/10009627482
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2
The role of market-implied severity modeling for credit VaR
Baixauli, J. Samuel
;
Alvarez, Susana
- In:
Annals of economics and finance
11
(
2010
)
2
,
pp. 337-353
Persistent link: https://www.econbiz.de/10008840329
Saved in:
3
Empirical analayses of industry stock index return distributions for the Taiwan Stock Exchange
Račev, Svetlozar T.
;
Emeritus
;
Stoyanov, Stoyan V.
; …
- In:
Annals of economics and finance
8
(
2007
)
1
,
pp. 21-31
Persistent link: https://www.econbiz.de/10003714369
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