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~person:"Brooks, Robert"
~person:"Duffie, Darrell"
~subject:"Theory"
~subject:"Time series analysis"
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Search: subject:"Derivat <Wertpapier>"
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39
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9
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9
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Brooks, Robert
Duffie, Darrell
Broll, Udo
31
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31
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27
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25
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20
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19
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19
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16
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14
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14
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13
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12
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11
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11
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11
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11
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11
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11
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11
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11
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11
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10
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10
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10
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10
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9
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9
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9
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9
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9
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9
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9
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9
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9
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8
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8
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1
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ECONIS (ZBW)
17
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1
Smooth volatility shifts and spillovers in U.S. crude oil and corn futures markets
Teterin, Pavel
;
Brooks, Robert
;
Enders, Walter
- In:
Journal of empirical finance
38
(
2016
),
pp. 22-36
Persistent link: https://www.econbiz.de/10011663220
Saved in:
2
Black, Merton, and Scholes : their central constributions to economics
Duffie, Darrell
- In:
The legacy of Fischer Black
,
(pp. 286-298)
.
2005
Persistent link: https://www.econbiz.de/10003404115
Saved in:
3
Credit swap valuation
Duffie, Darrell
- In:
Credit risk models and management
,
(pp. 375-401)
.
2004
Persistent link: https://www.econbiz.de/10002432624
Saved in:
4
Credit risk : pricing, measurement, and management
Duffie, Darrell
;
Singleton, Kenneth J.
-
2003
Persistent link: https://www.econbiz.de/10001685614
Saved in:
5
Black, Merton and Scholes : their central contributions to economics
Duffie, Darrell
- In:
The Scandinavian journal of economics
100
(
1998
)
2
,
pp. 411-423
Persistent link: https://www.econbiz.de/10001245494
Saved in:
6
Simulating correlated defaults
Duffie, Darrell
;
Singleton, Kenneth J.
-
1998
Persistent link: https://www.econbiz.de/10001509438
Saved in:
7
The stability of ARCH models across Australian financial futures markets
Brooks, Robert
- In:
Applied financial economics
7
(
1997
)
4
,
pp. 347-359
Persistent link: https://www.econbiz.de/10001226983
Saved in:
8
Special repo rates
Duffie, Darrell
- In:
The journal of finance : the journal of the American …
51
(
1996
)
2
,
pp. 493-526
Persistent link: https://www.econbiz.de/10001205904
Saved in:
9
Forecast error and social loss approaches to testing the efficiency of Australian financial futures
Brooks, Robert
- In:
Australian economic papers
35
(
1996
)
66
,
pp. 132-140
Persistent link: https://www.econbiz.de/10001210680
Saved in:
10
The stability of ARCH models across Australian financial futures markets
Brooks, Robert
- In:
Proceedings of the 1995 Econometrics Conference at …
,
(pp. 475-488)
.
1995
Persistent link: https://www.econbiz.de/10001294210
Saved in:
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