Narrow search
Showing 1 - 10 of 4,106
Cover Image
High-frequency financial data modeling using Hawkes processes
Chavez-Demoulin, Valerie; McGill, James A. - In: Journal of banking & finance 36 (2012) 12, pp. 3415-3426
Persistent link: https://www.econbiz.de/10009660437
Cover Image
Returns to scale at large banks in the US : a random coefficient stochastic frontier approach
Feng, Guohua; Zhangaohui, Xi - In: Journal of banking & finance 39 (2014), pp. 135-145
Persistent link: https://www.econbiz.de/10010340764
Cover Image
Productivity and efficiency at large and community banks in the US : a Bayesian true random effects stochastic distance frontier analysis
Feng, Guohua; Zhang, Xiaohui - In: Journal of banking & finance 36 (2012) 7, pp. 1883-1895
Persistent link: https://www.econbiz.de/10009629790
Cover Image
Unfolded risk-return trade-offs and links to Macroeconomic Dynamics
Liu, Xiaochun - In: Journal of banking & finance 82 (2017), pp. 1-19
Persistent link: https://www.econbiz.de/10011816457
Cover Image
Equity index variance : evidence from flexible parametric jump-diffusion models
Kaeck, Andreas; Rodrigues, Paulo Jorge Maurício; … - In: Journal of banking & finance 83 (2017), pp. 85-103
Persistent link: https://www.econbiz.de/10011816827
Cover Image
Conditional stochastic dominance tests in dynamic settings
Gonzalo, Jesús; Olmo, Jose - In: International economic review 55 (2014) 3, pp. 819-838
Persistent link: https://www.econbiz.de/10010423939
Cover Image
Volatility dynamics for the S&P 500 : further evidence from non-affine, multi-factor jump diffusions
Kaeck, Andreas; Alexander, Carol - In: Journal of banking & finance 36 (2012) 11, pp. 3110-3121
Persistent link: https://www.econbiz.de/10009672975
Cover Image
Keeping people out : income distribution, zoning, and the quality of public education
Fernández, Raquel - In: International economic review 38 (1997) 1, pp. 23-42
Persistent link: https://www.econbiz.de/10001215690
Cover Image
Racial beliefs, location, and the causes of crime
Verdier, Thierry; Zenou, Yves - In: International economic review 45 (2004) 3, pp. 731-760
Persistent link: https://www.econbiz.de/10002186340
Cover Image
Catchment areas, stratification, and access to better schools
Calsamiglia, Caterina; Miralles, Antonio - In: International economic review 64 (2023) 4, pp. 1469-1492
Persistent link: https://www.econbiz.de/10014436845