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Evaluating the accuracy of value-at-risk forecasts : new multilevel tests
Leccadito, Arturo
;
Boffelli, Simona
;
Urga, Giovanni
-
2013
Persistent link: https://www.econbiz.de/10010440889
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2
CMCDS premia implicit in the term structure of corporate CDS spreads
Leccadito, Arturo
(
contributor
);
Tunaru, Radu
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003806872
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3
The fractional Merton model : a new approach to credit risk pricing
Ratta, Lucio Della
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003806877
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