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Modeling asset returns under time-varying semi-nonparametric distributions
León Valle, Ángel Manuel; Ñíguez, Trino-Manuel - In: Journal of banking & finance 118 (2020), pp. 1-18
Persistent link: https://www.econbiz.de/10012520880
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Loss given default for leasing : parametric and nonparametric estimations
Hartmann-Wendels, Thomas; Miller, Patrick; Töws, Eugen - In: Journal of banking & finance 40 (2014), pp. 364-375
Persistent link: https://www.econbiz.de/10010403743
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Implied volatility surface predictability : the case of commodity markets
Kearney, Fearghal; Shang, Han Lin; Sheenan, Lisa - In: Journal of banking & finance 108 (2019), pp. 1-16
Persistent link: https://www.econbiz.de/10012224756
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Assessing the performance of alternative investments using non-parametric efficiency measurement approaches : is it convincing?
Glawischnig, Markus; Sommersguter-Reichmann, Margit - In: Journal of banking & finance 34 (2010) 2, pp. 295-303
Persistent link: https://www.econbiz.de/10003935596
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Modelling the term structure of interest rates : an efficient nonparametric approach
Gómez-Valle, Lourdes; Martínez-Rodríguez, Julia - In: Journal of banking & finance 32 (2008) 4, pp. 614-623
Persistent link: https://www.econbiz.de/10003707723
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Conditional beta pricing models : a nonparametric approach
Ferreira, Eva; Gil-Bazo, Javier; Orbe-Mandaluniz, Susan - In: Journal of banking & finance 35 (2011) 12, pp. 3362-3382
Persistent link: https://www.econbiz.de/10009384179
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One-sided performance measures under Gram-Charlier distributions
León Valle, Ángel Manuel; Moreno, Manuel - In: Journal of banking & finance 74 (2017), pp. 38-50
Persistent link: https://www.econbiz.de/10011793629
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On the short-term predictability of exchange rates : a BVAR time-varying parameters approach
Sarantis, Nicholas - In: Journal of banking & finance 30 (2006) 8, pp. 2257-2279
Persistent link: https://www.econbiz.de/10003355791
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The ADR shadow exchange rate as an early warning indicator for currency crises
Eichler, Stefan; Karmann, Alexander; Maltritz, Dominik - In: Journal of banking & finance 33 (2009) 11, pp. 1983-1995
Persistent link: https://www.econbiz.de/10003892163
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An advanced perspective on the predictability in hedge fund returns
Wegener, Christian; Nitzsch, Rüdiger von; Cengiz, Cetin - In: Journal of banking & finance 34 (2010) 11, pp. 2694-2708
Persistent link: https://www.econbiz.de/10008858846