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A jump-diffusion approach to modeling credit risk and valuing defaultable securities
Zhou, Chunsheng - 1997
Persistent link: https://www.econbiz.de/10000633270
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Bayesian analysis of stochastic volatility models with levy jumps : application to risk analysis
Szerszen, Pawel J. - 2009
Persistent link: https://www.econbiz.de/10003932677
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The information content of high-frequency data for estimating equity return models and forecasting risk
Dobrev, Dobrislav; Szerszen, Pawel J. - 2010
Persistent link: https://www.econbiz.de/10008655786
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Learning from experience in the stock market
Nakov, Anton; Nuño, Galo - 2012
Persistent link: https://www.econbiz.de/10009577108
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The information content of the embedded deflation option in TIPS
Grishchenko, Olesya V.; Vanden, Joel M.; Zhang, Jianing - 2011
Persistent link: https://www.econbiz.de/10009501966
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Habit formation heterogeneity : implications for aggregate asset pricing
Dubin, Eduard; Grishchenko, Olesya V.; Kartashov, Vasily - 2012
Persistent link: https://www.econbiz.de/10009546869
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Solving asset pricing models with stochastic volatility
De Groot, Oliver - 2014
Persistent link: https://www.econbiz.de/10011280243
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An empirical investigation of consumption-based asset pricing models with stochastic habit formation
Dai, Qiang; Grishchenko, Olesya V. - 2011
Persistent link: https://www.econbiz.de/10009406475
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Risk, uncertainty, and expected returns
Bali, Turan G.; Zhou, Hao - 2011
Persistent link: https://www.econbiz.de/10009406481
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Volatility, labor heterogeneity and asset prices
Ochoa, Marcelo - 2013
Persistent link: https://www.econbiz.de/10010431707