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Conference Measuring and Managing Ethical Risk: How Investing in Ethiics Adds Value <1999, Notre Dame, Ind.>
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ECONIS (ZBW)
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1
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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2
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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3
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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4
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
Saved in:
5
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
Saved in:
6
A semiparametric conditional capital asset pricing model
Cai, Zongwu
;
Ren, Yu
;
Yang, Bingduo
- In:
Journal of banking & finance
61
(
2015
),
pp. 117-126
Persistent link: https://www.econbiz.de/10011545159
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7
Forecasting portfolio-Value-at-Risk with nonparametric lower tail dependence estimates
Siburg, Karl Friedrich
;
Stoimenov, Pavel
;
Weiß, Gregor
- In:
Journal of banking & finance
54
(
2015
),
pp. 129-140
Persistent link: https://www.econbiz.de/10011377805
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8
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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9
On the way to recovery : a nonparametric bias free estimation of recovery rate densities
Renault, Olivier
;
Scaillet, Olivier
- In:
Journal of banking & finance
28
(
2004
)
12
,
pp. 2915-2931
Persistent link: https://www.econbiz.de/10002410710
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10
New evidence on the fedś productivity in providing payments services
Gilbert, R. Alton
;
Wheelock, David C.
;
Wilson, Paul W.
- In:
Journal of banking & finance
28
(
2004
)
9
,
pp. 2175-2190
Persistent link: https://www.econbiz.de/10002153135
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