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~isPartOf:"Discussion paper series / LSE Financial Markets Group"
~isPartOf:"Finance and economics discussion series"
~person:"Daltung, Sonja"
~person:"Gautier, Pieter"
~person:"Gil-Alaña, Luis A."
~person:"Heckman, James J."
~person:"Koopman, Siem Jan"
~person:"Patton, Andrew J."
~subject:"Consumption"
~subject:"EU-Staaten"
~subject:"Kreditrisiko"
~subject:"Maximum-Likelihood-Schätzung"
~subject:"Schätzung"
~subject:"Simulation"
~subject:"Statistische Verteilung"
~subject:"USA"
~subject:"United States"
~subject:"Zustandsraummodell"
~type:"book"
~type_genre:"Arbeitspapier"
~type_genre:"Collection of articles written by one author"
~type_genre:"Handbuch"
~type_genre:"Non-commercial literature"
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Daltung, Sonja
Gautier, Pieter
Gil-Alaña, Luis A.
Heckman, James J.
Koopman, Siem Jan
Patton, Andrew J.
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Modelling dependence in high dimensions with factor copulas
Oh, Dong Hwan
;
Patton, Andrew J.
-
2015
Persistent link: https://www.econbiz.de/10011409384
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2
Common factors in conditional distributions for bivariate time series
Granger, C. W. J.
;
Teräsvirta, Timo
;
Patton, Andrew J.
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2003
Persistent link: https://www.econbiz.de/10001778573
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3
Multiple-bank lending : diversification and free-riding in monitoring
Carletti, Elena
;
Cerasi, Vittoria
;
Daltung, Sonja
-
2004
Persistent link: https://www.econbiz.de/10002110804
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4
Modelling bid-ask spreads in competitive dealership markets
Koopman, Siem Jan
;
Lai, Hung-neng
-
1999
Persistent link: https://www.econbiz.de/10001415847
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5
Are "market neutral" hedge funds really market neutral?
Patton, Andrew J.
-
2004
Persistent link: https://www.econbiz.de/10002815328
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