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Franses, Philip Hans
8
Post, Thierry
8
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5
Bi̇rbi̇l, Ş. İlker
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1
Measuring credit spread risk : incorporating the tails
Campbell, Rachel
(
contributor
);
Huisman, Ronald
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001709759
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2
An empirical comparison of default swap pricing models
Houweling, Patrick
(
contributor
);
Vorst, Ton
(
contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001658554
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3
Downside risk and asset pricing
Post, Thierry
(
contributor
);
Vliet, Pim van
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002188466
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4
A stochastic dominance approach to spanning
Post, Thierry
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001641675
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5
Testing for third-order stochastic dominance with diversification possibilities
Post, Thierry
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001641680
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6
A range-based multivariate model for exchange rate volatility
Tims, Ben
(
contributor
);
Mahieu, Ronald J.
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001765941
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7
Statistical inference on stochastic dominance efficiency : do omitted risk factors explain the size and book-to-market effects?
Post, Thierry
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001765957
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8
Option formulas for mean-reverting power prices with spikes
Jong, Cyriel de
(
contributor
);
Huisman, Ronald
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001709763
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9
It takes two to tango: an empirical tale of distressed firms and assisting banks
Couwenberg, Oscar
(
contributor
);
Jong, Abe de
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002190732
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10
Asset prices and omitted moments : a stochastic dominance analysis of market efficiency
Post, Thierry
(
contributor
)
-
2003
-
[Elektronische Ressource], rev
Persistent link: https://www.econbiz.de/10001774061
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