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1
Synthetic CDO pricing : the perspective of risk integration
Hu, Conghui
;
Zhang, Xun
;
Gao, Qiuming
- In:
Applied economics
47
(
2015
)
13/15
,
pp. 1574-1587
Persistent link: https://www.econbiz.de/10010512015
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2
The main determinants of subprime securitization in the Spanish RMBS securities
Otero-González, Luis
;
Ezcurra-Pérez, Miguel
; …
- In:
Applied economics
47
(
2015
)
58/60
,
pp. 6301-6316
Persistent link: https://www.econbiz.de/10011411938
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3
What drives enterprise asset-backed securitization in China?
Gao, Bei
;
Jin, Yanbo
;
Zou, Jingxian
- In:
Applied economics
56
(
2024
)
10
,
pp. 1191-1207
Persistent link: https://www.econbiz.de/10014446556
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4
The economic consequences of euro-area macro-modelling shortcuts
Monteforte, Libero
;
Siviero, Stefano
- In:
Applied economics
42
(
2010
)
19/21
,
pp. 2399-2415
Persistent link: https://www.econbiz.de/10008747008
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5
Characteristics of households in the informal sector of an emerging economy
Sookram, S.
;
Watson, Patrick K.
;
Schneider, Friedrich
- In:
Applied economics
41
(
2009
)
25/27
,
pp. 3545-3559
Persistent link: https://www.econbiz.de/10003921581
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6
MCMC-based estimation of Markov Switching ARMA-GARCH models
Henneke, Jan S.
;
Račev, Svetlozar T.
;
Fabozzi, Frank J.
; …
- In:
Applied economics
43
(
2011
)
1/3
,
pp. 259-271
Persistent link: https://www.econbiz.de/10009011159
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7
Identifiability of the misspecified split hazard models
Jaggia, Sanjiv
- In:
Applied economics
43
(
2011
)
22/24
,
pp. 3441-3447
Persistent link: https://www.econbiz.de/10009357355
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8
Model selection for forecast combination
Franses, Philip Hans
- In:
Applied economics
43
(
2011
)
13/15
,
pp. 1721-1727
Persistent link: https://www.econbiz.de/10009239322
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9
Stock index realized volatility forecasting in the presence of heterogeneous leverage effects and long range dependence in the volatility of realized volatility
Louzis, Dimitrios P.
;
Xanthopoulos-Sisinis, Spyros
; …
- In:
Applied economics
44
(
2012
)
25/27
,
pp. 3533-3550
Persistent link: https://www.econbiz.de/10009619742
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10
Modelling country default risk as a latent variable : a multiple indicators multiple causes approach
Maltritz, Dominik
;
Bühn, Andreas
;
Eichler, Stefan
- In:
Applied economics
44
(
2012
)
34/36
,
pp. 4679-4688
Persistent link: https://www.econbiz.de/10009713354
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