Narrow search
Showing 1 - 10 of 1,422
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
Information stages in efficient markets
AitSahlia, Farid; Yoon, Joon-Hui - In: Journal of banking & finance 69 (2016), pp. 84-94
Persistent link: https://www.econbiz.de/10011635045
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
Bayesian inference for issuer heterogeneity in credit ratings migration
Kadam, Ashay; Lenk, Peter J. - In: Journal of banking & finance 32 (2008) 10, pp. 2267-2274
Persistent link: https://www.econbiz.de/10003778726
Cover Image
Portfolio selection using hierarchical Bayesian analysis and MCMC methods
Greyserman, Alex; Jones, Douglas H.; Strawderman, William E. - In: Journal of banking & finance 30 (2006) 2, pp. 669-678
Persistent link: https://www.econbiz.de/10003291345
Cover Image
Jump and variance risk premia in the S&P 500
Neumann, Maximilian; Prokopczuk, Marcel; Wese Simen, Chardin - In: Journal of banking & finance 69 (2016), pp. 72-83
Persistent link: https://www.econbiz.de/10011635040
Cover Image
Default prediction with dynamic sectoral and macroeconomic frailties
Chen, Peimin; Wu, Chunchi - In: Journal of banking & finance 40 (2014), pp. 211-226
Persistent link: https://www.econbiz.de/10010402234
Cover Image
Estimating the distribution of total default losses on the Spanish financial system
García-Céspedes, Rubén; Moreno, Manuel - In: Journal of banking & finance 49 (2014), pp. 242-261
Persistent link: https://www.econbiz.de/10010508036
Cover Image
An approximation method for analysis and valuation of credit correlation derivatives
Egami, Masahiko; Esteghamat, Kian - In: Journal of banking & finance 30 (2006) 2, pp. 341-364
Persistent link: https://www.econbiz.de/10003291266
Cover Image
Intertemporal asset allocation : a comparison of methods
Detemple, Jérôme B.; Garcia, René; Rindisbacher, Marcel - In: Journal of banking & finance 29 (2005) 11, pp. 2821-2848
Persistent link: https://www.econbiz.de/10003121055