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A regime-switching term structure model with observable state variables
Ferland, René; Gauthier, Geneviève; Lalancette, Simon - In: Finance research letters 7 (2010) 2, pp. 103-109
Persistent link: https://www.econbiz.de/10009272767
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The fiction of full BEKK : pricing fossil fuels and carbon emissions
Chang, Chia-Lin; McAleer, Michael - In: Finance research letters 28 (2019), pp. 11-19
Persistent link: https://www.econbiz.de/10012384032
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Contagion effect on bond portfolio risk measures in a hybrid credit risk model
Boudreault, Mathieu; Gauthier, Geneviève; Thomassin, Tommy - In: Finance research letters 11 (2014) 2, pp. 131-139
Persistent link: https://www.econbiz.de/10010441202