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A large poisson currency crises game : towards a theory of both the onset and the swiftness of currency attacks
Makrēs, Miltiadēs - 2000
Persistent link: https://www.econbiz.de/10001542544
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The rational expectations hypothesis of the term structure : reconciling the evidence
Tzavalis, Elias; Wickens, Michael R. - 1994
Persistent link: https://www.econbiz.de/10000895299
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The effect of credit ratings on credit default swap spreads and credit spreads
Daniels, Kenneth N. (contributor);  … - 2004 - [Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491575
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Testing the martingale restriction for option implied densities
Busch, Thomas (contributor) - 2004 - [Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491622
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Sequential monitoring of the statistical properties of the univariate affine diffusion with application to interest
Schmid, Wolfgang (contributor);  … - 2004 - [Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491667
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Absolute moments of generalized hyperbolic distributions and approximate scaling of normal inverse Gaussian Lévy-processes
Barndorff-Nielsen, Ole E. (contributor);  … - 2004 - [Elektronische Resource]
Persistent link: https://www.econbiz.de/10002106417
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Estimation of continuous-time interest rate models : a nonparametric approach
Di Miscia, Orazio (contributor) - 2004 - [Elektronische Resource]
Persistent link: https://www.econbiz.de/10002506978
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Term structure of interest models : concept and estimation problem in a continuous-time setting
Di Miscia, Orazio (contributor) - 2004 - [Elektronische Resource]
Persistent link: https://www.econbiz.de/10002507013
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Asymptotics of the QMLE for a class of ARCH(q) models
Kristensen, Dennis (contributor); Rahbek, Anders (contributor) - 2002 - [Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702284