Narrow search
Showing 1 - 10 of 147
Cover Image
Value-at-risk and extreme returns
Daníelsson, Jón; Vries, Casper G. de - 1998
Persistent link: https://www.econbiz.de/10000980737
Cover Image
Global credit risk : world, country and industry factors
Schwaab, Bernd; Koopman, Siem Jan; Lucas, André - 2015
area sovereign debt crises. We find that macro and default-specific world factors are a primary source of default …
Persistent link: https://www.econbiz.de/10010484886
Cover Image
Fractional integration in the purchasing power parity
Gil-Alaña, Luis A. - 1998
Persistent link: https://www.econbiz.de/10000994027
Cover Image
Systemic risk diagnostics : coincident indicators and early warning signals
Schwaab, Bernd; Lucas, André; Koopman, Siem Jan - 2010
Persistent link: https://www.econbiz.de/10008771823
Cover Image
New developments in the measurement of welfare and well-being
Praag, Bernard M. S. van - 1995
Persistent link: https://www.econbiz.de/10000907070
Cover Image
Multivariate stochastic volatility
Daníelsson, Jón - 1995
Persistent link: https://www.econbiz.de/10000913125
Cover Image
Similarity in response behavior between household members : an application to income evaluation
Plug, Erik J. S.; Praag, Bernard M. S. van - 1996
Persistent link: https://www.econbiz.de/10000934373
Cover Image
Tail index and quantile estimation with very high frequency data
Daníelsson, Jón; Vries, Casper G. de - 1996
Persistent link: https://www.econbiz.de/10000937915
Cover Image
If we knew ability, how would we tax individuals
Plug, Erik J. S.; Praag, Bernard M. S. van; Hartog, Joop - 1996
Persistent link: https://www.econbiz.de/10000945467
Cover Image
Using a bootstrap method to choose the sample fraction in tail index estimation
Daníelsson, Jón (contributor) - 1997
Persistent link: https://www.econbiz.de/10000953451