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Testing expected shortfall models for
derivative
positions
Kerkhof, Jeroen
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2003
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The impact of institutional differences on derivatives usage : a comparative study of us and Dutch firms
Bodnar, Gordon M.
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Jong, Abe de
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2001
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Modeling comovements in trading intensities to distinguish sector and stock specific news
Spierdijk, Laura
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2002
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[Elektronische Ressource]
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Old folks and spoiled brats : why the baby boomers' saving crisis need not be that bad
Bütler, Monika
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Harms, Philipp
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2001
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Self-serving dictators and economic growth
Haile, Daniel
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Sadrieh, Abdolkarim
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2003
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Equilibrium asset pricing with time-varying pessimism
Sbuelz, Alessandro
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Trojani, Fabio
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2002
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[Elektronische Ressource]
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Identification and estimation of exchange rate models with unobservable fundamentals
Chambers, Marcus J.
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2004
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On the harm that pretesting does
Danilov, Dmitry L.
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Magnus, Jan R.
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2001
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Stochastic volatility models with transaction time risk
Renault, Eric
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Werker, Bas J. M.
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2004
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Aggressive orders and the resiliency of a limit order market
Degryse, Hans
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Jong, Frank de
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Van Ravenswaaij, Maarten
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2002
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[Elektronische Ressource]
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