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Hedging parameter risk
Claußen, Arndt; Rösch, Daniel; Schmelzle, Martin - In: Journal of banking & finance 100 (2019), pp. 111-121
Persistent link: https://www.econbiz.de/10012162464
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Unbiased estimation of risk
Pitera, Marcin; Schmidt, Thorsten - In: Journal of banking & finance 91 (2018), pp. 133-145
Persistent link: https://www.econbiz.de/10011963654
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Measurement, estimation and comparison of credit migration matrices
Jafry, Yusuf; Schuermann, Til - In: Journal of banking & finance 28 (2004) 11, pp. 2603-2639
Persistent link: https://www.econbiz.de/10002361880
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On the role of the estimation error in prediction of expected shortfall
Lönnbark, Carl - In: Journal of banking & finance 37 (2013) 3, pp. 847-853
Persistent link: https://www.econbiz.de/10009708735
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Confidence intervals for probabilities of default
Hanson, Samuel G.; Schuermann, Til - In: Journal of banking & finance 30 (2006) 8, pp. 2281-2301
Persistent link: https://www.econbiz.de/10003355794
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Sensitivity-implied tail-correlation matrices
Paulusch, Joachim; Schlütter, Sebastian - In: Journal of banking & finance 134 (2022), pp. 1-15
Persistent link: https://www.econbiz.de/10013400104
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Adjusting for the intervalling effect bias in beta : a test using Paris Bourse data
Fung, William - In: Journal of banking & finance 9 (1985) 3, pp. 443-460
Persistent link: https://www.econbiz.de/10001024397
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Purchasing power parity : modeling and testing mean reversion
Goldberg, Lawrence G. - In: Journal of banking & finance 21 (1997) 7, pp. 949-966
Persistent link: https://www.econbiz.de/10001226790
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The arbitrage pricing theory, macroeconomic and financial factors, and expectations generating processes
Priestley, Richard - In: Journal of banking & finance 20 (1996) 5, pp. 869-890
Persistent link: https://www.econbiz.de/10001203310
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Vector autoregression or simultaneous equations model? : The intraday relationship between index arbitrage and market volatility
Chan, Kalok - In: Journal of banking & finance 19 (1995) 1, pp. 173-179
Persistent link: https://www.econbiz.de/10001181847