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A simple test for the absence of covariate dependence in duration models
Bhattacharjee, Arnab (contributor) - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001877432
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Changing correlation and portfolio diversification failure in the presence of large market losses
Sancetta, Alessio (contributor);  … - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001764558
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Testing proportionality in duration models with respect to continuous covariates
Das, Samarjit (contributor) - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001687689
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Estimation in Hazard regression models under ordered departures from proportionality
Bhattacharjee, Arnab (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001777899
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Improving the estimates of the risk premia : application in the UK financial market
Pitsillis, M.; Satchell, Stephen - 2001 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001593475