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~isPartOf:"Discussion paper series / LSE Financial Markets Group"
~language:"eng"
~person:"Daníelsson, Jón"
~person:"Gautier, Pieter"
~person:"Gil-Alaña, Luis A."
~person:"Heckman, James J."
~person:"Jungbacker, Borus"
~person:"Klaassen, Franc"
~person:"Koopman, Siem Jan"
~subject:"ARCH-Modell"
~subject:"Credit risk"
~subject:"EU-Staaten"
~subject:"Factor analysis"
~subject:"Kreditrisiko"
~subject:"Maximum-Likelihood-Schätzung"
~subject:"Schätzung"
~subject:"USA"
~subject:"United States"
~type:"book"
~type_genre:"Collection of articles written by one author"
~type_genre:"Handbuch"
~type_genre:"Non-commercial literature"
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Daníelsson, Jón
Gautier, Pieter
Gil-Alaña, Luis A.
Heckman, James J.
Jungbacker, Borus
Klaassen, Franc
Koopman, Siem Jan
Linton, Oliver
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1
Value-at-risk and extreme returns
Daníelsson, Jón
;
Vries, Casper G. de
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1997
Persistent link: https://www.econbiz.de/10000975058
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Modelling bid-ask spreads in competitive dealership markets
Koopman, Siem Jan
;
Lai, Hung-neng
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1999
Persistent link: https://www.econbiz.de/10001415847
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