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Evidence of excess returns on firms that issue or repurchase equity
Nelson, William R. - 1999
Persistent link: https://www.econbiz.de/10001366238
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Incorporating event risk into Value-at-Risk
Gibson, Michael S. - 2001
Persistent link: https://www.econbiz.de/10001573187
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Improving grid-based methods for estimating value at risk of fixed-income portfolios
Gibson, Michael S.; Pritsker, Matthew - 2000
Persistent link: https://www.econbiz.de/10001486259
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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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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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Reconciling micro and macro estimates of the Frisch labor supply elasticity
Peterman, William B. - 2012
Persistent link: https://www.econbiz.de/10009715501
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Incorporating vintage differences and forecasts into Markov switching models
Nalewaik, Jeremy - 2007
Persistent link: https://www.econbiz.de/10003827127
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A framework for assessing the systemic risk of major financial institutions
Huang, Xin; Zhou, Hao; Zhu, Haibin - 2009
Persistent link: https://www.econbiz.de/10003911902
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The cross section of money market fund risks and financial crises
McCabe, Patrick E. - 2010
Persistent link: https://www.econbiz.de/10008670000
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Information sharing and stock market participation : evidence from extended families
Li, Geng - 2009
Persistent link: https://www.econbiz.de/10003932746