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~isPartOf:"Economics letters"
~isPartOf:"Financial markets and instruments"
~isPartOf:"Scottish journal of political economy : the journal of the Scottish Economic Society"
~language:"bos"
~language:"eng"
~person:"Aronsson, Thomas"
~person:"Broll, Udo"
~person:"Fabozzi, Frank J."
~person:"Hayre, Lakhbir S."
~person:"Krämer, Walter"
~person:"Peel, David"
~type_genre:"Article in journal"
~type_genre:"Aufsatz im Buch"
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Aronsson, Thomas
Broll, Udo
Fabozzi, Frank J.
Hayre, Lakhbir S.
Krämer, Walter
Peel, David
Stark, Oded
28
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23
Stengos, Thanasēs
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Economics letters
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Scottish journal of political economy : the journal of the Scottish Economic Society
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ECONIS (ZBW)
104
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104
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1
Skill Scores and modified Lorenz domination in default forecasts
Krämer, Walter
;
Neumärker, Simon
- In:
Economics letters
181
(
2019
),
pp. 61-64
Persistent link: https://www.econbiz.de/10012121880
Saved in:
2
Predictability dynamics of emerging sovereign CDS markets
Sensoy, Ahmet
;
Fabozzi, Frank J.
;
Eraslan, Veysel
- In:
Economics letters
161
(
2017
),
pp. 5-9
Persistent link: https://www.econbiz.de/10011903820
Saved in:
3
Wagering on more than one outcome in an event in Cumulative Prospect Theory and Rank Dependent Utility
Peel, David
- In:
Economics letters
154
(
2017
),
pp. 45-47
Persistent link: https://www.econbiz.de/10011810719
Saved in:
4
Comparing the accuracy of default predictions in the rating industry for different sets of obligors
Krämer, Walter
;
Neumärker, Simon
- In:
Economics letters
145
(
2016
),
pp. 48-51
Persistent link: https://www.econbiz.de/10011618170
Saved in:
5
Multi-purpose binomial model : fitting all moments to the underlying geometric Brownian motion
Kim, Young Shin
;
Stoyanov, Stoyan V.
;
Račev, Svetlozar T.
- In:
Economics letters
145
(
2016
),
pp. 225-229
Persistent link: https://www.econbiz.de/10011618437
Saved in:
6
A simple and focused backtest of value at risk
Krämer, Walter
;
Wied, Dominik
- In:
Economics letters
137
(
2015
),
pp. 29-31
Persistent link: https://www.econbiz.de/10011436196
Saved in:
7
Testing for linear and nonlinear Granger causality in the real exchange rate-consumption relation
Pavlidis, Efthymios G.
;
Payá, Ivan
;
Peel, David
- In:
Economics letters
132
(
2015
),
pp. 13-17
Persistent link: https://www.econbiz.de/10011422757
Saved in:
8
Controlling portfolio skewness and kurtosis without directly optimizing third and fourth moments
Kim, Woo Chang
;
Fabozzi, Frank J.
;
Cheridito, Patrick
; …
- In:
Economics letters
122
(
2014
)
2
,
pp. 154-158
Persistent link: https://www.econbiz.de/10010395223
Saved in:
9
Spurious persistence in stochastic volatility
Messow, Philip
;
Krämer, Walter
- In:
Economics letters
121
(
2013
)
2
,
pp. 221-223
Persistent link: https://www.econbiz.de/10010346320
Saved in:
10
Decentralized fiscal federalism revisited : optimal income taxation and public goods under horizontal leadership
Aronsson, Thomas
;
Persson, Lars
- In:
Economics letters
117
(
2012
)
1
,
pp. 223-226
Persistent link: https://www.econbiz.de/10009697813
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