Narrow search
Showing 1 - 10 of 1,385
Cover Image
Discrete stochastic autoregressive volatility
Cordis, Adriana S.; Kirby, Chris - In: Journal of banking & finance 43 (2014), pp. 160-178
Persistent link: https://www.econbiz.de/10010410013
Cover Image
Detecting money market bubbles
Baldeaux, Jan; Ignatieva, Ekaterina; Platen, Eckhard - In: Journal of banking & finance 87 (2018), pp. 369-379
Persistent link: https://www.econbiz.de/10011962562
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
The safety first expected utility model : experimental evidence and economic implications
Levy, Haim; Levy, Moshe - In: Journal of banking & finance 33 (2009) 8, pp. 1494-1506
Persistent link: https://www.econbiz.de/10003855555
Cover Image
Systematic stress tests with entropic plausibility constraints
Breuer, Thomas; Csiszár, Imre - In: Journal of banking & finance 37 (2013) 5, pp. 1552-1559
Persistent link: https://www.econbiz.de/10009729051
Cover Image
Economy-wide bond default rates: A maximum expected utility approach
Sandow, Sven; Friedman, Craig; Gold, Mark A.; Chang, Peter - In: Journal of banking & finance 30 (2006) 2, pp. 679-693
Persistent link: https://www.econbiz.de/10003291352
Cover Image
How does background risk affect portfolio choice : an analysis based on uncertain mean-variance model with background risk
Huang, Xiaoxia; Yang, Tingting - In: Journal of banking & finance 111 (2020), pp. 1-14
Persistent link: https://www.econbiz.de/10012221072
Cover Image
Semiparametric estimation of multi-asset portfolio tail risk
Dias, Alexandra - In: Journal of banking & finance 49 (2014), pp. 398-408
Persistent link: https://www.econbiz.de/10010508674
Cover Image
Capital requirements and business cycle regimes : forward-looking modelling of default probabilities
Pederzoli, Chiara; Torricelli, Costanza - In: Journal of banking & finance 29 (2005) 12, pp. 3121-3140
Persistent link: https://www.econbiz.de/10003203855
Cover Image
From value at risk to stress testing : the extreme value approach
Longin, François M. - In: Journal of banking & finance 24 (2000) 7, pp. 1097-1130
Persistent link: https://www.econbiz.de/10001483876