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Additive intensity regression models in corporate default analysis
Lando, David; Medhat, Mamdouh; Nielsen, Mads Stenbo; … - In: Journal of financial econometrics : official journal of … 11 (2013) 3, pp. 443-485
Persistent link: https://www.econbiz.de/10009786519
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Two-dimensional Hazard Estimation for Longevity Analysis 1 1 We are grateful to Statistics Denmark for assistance in getting the data used in this study and Johan and Mimi Wessmann...
Fledelius, Peter; Guillen, Montserrat; Nielsen, Jens Perch - In: Scandinavian actuarial journal : Actuarial Society of … 104 (2004) 2, pp. 133-156
Persistent link: https://www.econbiz.de/10005926456
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Two-dimensional Hazard Estimation for Longevity Analysis 1 1 We are grateful to Statistics Denmark for assistance in getting the data used in this study and Johan and Mimi Wessmann...
Fledelius, Peter; Guillen, Montserrat; Nielsen, Jens Perch - In: Scandinavian actuarial journal : Actuarial Society of … 108 (2004) 2, pp. 133-156
Persistent link: https://www.econbiz.de/10005928714
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Non-parametric estimation of operational risk losses adjusted for under-reporting
Buch-Kromann, Tine; Englund, Martin; Gustafsson, Jim; … - In: Scandinavian actuarial journal : Actuarial Society of … 107 (2007) 4, pp. 293
Persistent link: https://www.econbiz.de/10007887274
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Performance measurement of pension strategies: a case study of Danish life-cycle products
Guilln, Montserrat; Nielsen, Jens Perch; Prez-Marn, Ana M. - In: Scandinavian actuarial journal : Actuarial Society of … 2013 (2013) 1, pp. 49-68
Persistent link: https://www.econbiz.de/10010069867
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Semiparametric estimation of a characteristic-based factor model of common stock returns
Connor, Gregory; Linton, Oliver - In: Journal of empirical finance 14 (2007) 5, pp. 694-717
Persistent link: https://www.econbiz.de/10003609986
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Are there Monday effects in stock returns : a stochastic dominance approach
Cho, Young-hyun; Linton, Oliver; Whang, Yoon-jae - In: Journal of empirical finance 14 (2007) 5, pp. 736-755
Persistent link: https://www.econbiz.de/10003610006
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An investigation into multivariate variance ratio statistics and their application to stock market predictability
Hong, Seok Young; Linton, Oliver; Zhang, Hui Jun - 2015
Persistent link: https://www.econbiz.de/10011455529
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Nonparametric Euler equation identi cation and estimation
Escanciano, Juan Carlos; Hoderlein, Stefan; Lewbel, Arthur - 2015
Persistent link: https://www.econbiz.de/10011455563
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Simple nonparametric estimators for the bid-ask spread in the role model
Safronov, Mikhail; Linton, Oliver; Schneeberger, Stefan - 2016
Persistent link: https://www.econbiz.de/10011455993