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Tail return analysis of Bear Stearns' credit default swaps
Li, Liuling; Mizrach, Bruce Marshall - In: Economic modelling 27 (2010) 6, pp. 1529-1536
Persistent link: https://www.econbiz.de/10008825663
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An empirical analysis of the Shanghai and Shenzhen limit order books
Chung, Huimin; Gao, Cheng; Lu, Jie; Mizrach, Bruce Marshall - In: Economic modelling 34 (2013), pp. 37-41
Persistent link: https://www.econbiz.de/10010360623
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Tail return analysis of Bear Stearns' credit default swaps
Li, Liuling; Mizrach, Bruce - In: Economic modelling 27 (2010) 6, pp. 1529-1537
Persistent link: https://www.econbiz.de/10008715681