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Applied quantitative finance
Working paper / National Bureau of Economic Research, Inc.
3,871
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2,166
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International review of economics & finance : IREF
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Penalized independent factor
Chen, Y.
;
Chen, R.B.
;
Qiang, He
- In:
Applied quantitative finance
,
(pp. 177-206)
.
2017
Persistent link: https://www.econbiz.de/10011794960
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2
Multivariate volatility models
Fengler, Matthias
;
Herwartz, Helmut
;
Raters, F. H. C.
- In:
Applied quantitative finance
,
(pp. 25-37)
.
2017
Persistent link: https://www.econbiz.de/10011794951
Saved in:
3
Portfolio selection with spectral risk measures
Huang, S.F.
;
Lin, H.C.
;
Lin, T.Y.
- In:
Applied quantitative finance
,
(pp. 39-56)
.
2017
Persistent link: https://www.econbiz.de/10011794952
Saved in:
4
Estimating distance-to-defauIt with a sector-specific liability adjustment via sequential Monte Carlo
Duan, Jin-Chuan
;
Wang, W.-T.
- In:
Applied quantitative finance
,
(pp. 73-91)
.
2017
Persistent link: https://www.econbiz.de/10011794954
Saved in:
5
Market based credit rating and its applications
Tsay, Ruey S.
;
Zhu, H.
- In:
Applied quantitative finance
,
(pp. 113-128)
.
2017
Persistent link: https://www.econbiz.de/10011794956
Saved in:
6
Using public information to predict corporate default risk
Peng, C.N.
;
Lin, J.L.
- In:
Applied quantitative finance
,
(pp. 129-151)
.
2017
Persistent link: https://www.econbiz.de/10011794957
Saved in:
7
Stress testing in credit portfolio models
Kalkbrener, M.
;
Overbeck, Ludger
- In:
Applied quantitative finance
,
(pp. 153-176)
.
2017
Persistent link: https://www.econbiz.de/10011794959
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8
Measuring and modeling risk using high-frequency data
Härdle, Wolfgang
;
Hautsch, Nikolaus
;
Pigorsch, U.
- In:
Applied quantitative finance
,
(pp. 279-294)
.
2017
Persistent link: https://www.econbiz.de/10011794967
Saved in:
9
Measuring financial risk in energy markets
Žikovi´c, S.
- In:
Applied quantitative finance
,
(pp. 295-308)
.
2017
Persistent link: https://www.econbiz.de/10011794968
Saved in:
10
Quantification of spread risk by means of historical simulation
Frisch, Christoph
;
Knöchlein, Germar
- In:
Applied quantitative finance
,
(pp. 37-67)
.
2009
Persistent link: https://www.econbiz.de/10003745948
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