Narrow search
Showing 1 - 10 of 29
Cover Image
Evaluating interest rate covariance models within a value-at-risk framework
Ferreira, Miguel A. (contributor);  … - 2004 - [Elektronische Ressource], rev
Persistent link: https://www.econbiz.de/10002049086
Cover Image
Evaluating covariance matrix forecasts in a value-at-risk framework
García López, José A. (contributor);  … - 2000 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001577834
Cover Image
Term premia and interest rate forecasts in affine models
Duffee, Greg (contributor) - 2000 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001577848
Cover Image
Asymmetric cross-sectional dispersion in stock returns : evidence and implications
Duffee, Greg (contributor) - 2001 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001577854
Cover Image
Transition dynamics in vintage capital models : explaining the postwar catch-up of Germany and Japan
Gilchrist, Simon (contributor);  … - 2004
Persistent link: https://www.econbiz.de/10003156157
Cover Image
Forecasting industrial production using models with business cycle asymmetry
Huh, Chan-guk - 1993
Persistent link: https://www.econbiz.de/10000898542
Cover Image
Is implied correlation worth calculating? : Evidence from foreign exchange options and historical data
Walter, Christian (contributor);  … - 2000 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001577552
Cover Image
Lock-in of extrapolative expectations in an asset pricing model
Lansing, Kevin J. (contributor) - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002116841
Cover Image
A comparison of discount rate models using international stock market data
Kasa, Kenneth - 1994 - Rev
Persistent link: https://www.econbiz.de/10000907530
Cover Image
Australian banking risk : evidence from share prices
Gizycki, Marianne C.; Levonian, Mark E. - 1994
Persistent link: https://www.econbiz.de/10000891922