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Additive intensity regression models in corporate default analysis
Lando, David; Medhat, Mamdouh; Nielsen, Mads Stenbo; … - In: Journal of financial econometrics : official journal of … 11 (2013) 3, pp. 443-485
Persistent link: https://www.econbiz.de/10009786519
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Two-dimensional Hazard Estimation for Longevity Analysis 1 1 We are grateful to Statistics Denmark for assistance in getting the data used in this study and Johan and Mimi Wessmann...
Fledelius, Peter; Guillen, Montserrat; Nielsen, Jens Perch - In: Scandinavian actuarial journal : Actuarial Society of … 104 (2004) 2, pp. 133-156
Persistent link: https://www.econbiz.de/10005926456
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Two-dimensional Hazard Estimation for Longevity Analysis 1 1 We are grateful to Statistics Denmark for assistance in getting the data used in this study and Johan and Mimi Wessmann...
Fledelius, Peter; Guillen, Montserrat; Nielsen, Jens Perch - In: Scandinavian actuarial journal : Actuarial Society of … 108 (2004) 2, pp. 133-156
Persistent link: https://www.econbiz.de/10005928714
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Non-parametric estimation of operational risk losses adjusted for under-reporting
Buch-Kromann, Tine; Englund, Martin; Gustafsson, Jim; … - In: Scandinavian actuarial journal : Actuarial Society of … 107 (2007) 4, pp. 293
Persistent link: https://www.econbiz.de/10007887274
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Performance measurement of pension strategies: a case study of Danish life-cycle products
Guilln, Montserrat; Nielsen, Jens Perch; Prez-Marn, Ana M. - In: Scandinavian actuarial journal : Actuarial Society of … 2013 (2013) 1, pp. 49-68
Persistent link: https://www.econbiz.de/10010069867
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Semiparametric estimation of a characteristic-based factor model of common stock returns
Connor, Gregory; Linton, Oliver - In: Journal of empirical finance 14 (2007) 5, pp. 694-717
Persistent link: https://www.econbiz.de/10003609986
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Are there Monday effects in stock returns : a stochastic dominance approach
Cho, Young-hyun; Linton, Oliver; Whang, Yoon-jae - In: Journal of empirical finance 14 (2007) 5, pp. 736-755
Persistent link: https://www.econbiz.de/10003610006
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Nonparametric estimation of a multifactor Heath-Jarrow-Morton model: an integrated approach
Jeffrey, Andrew; Kristensen, Dennis; Linton, Oliver; … - In: Journal of financial econometrics : official journal of … 2 (2004) 2, pp. 251-289
Persistent link: https://www.econbiz.de/10002214284
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Testing the martingale hypothesis for gross returns
Linton, Oliver; Smetanina, Ekaterina - In: Journal of empirical finance 38 (2016), pp. 664-689
Persistent link: https://www.econbiz.de/10011663757
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Comment on: reflections on the probability space induced by moment conditions with implications for Bayesian inference
Linton, Oliver; Wu, Ruochen - In: Journal of financial econometrics : official journal of … 14 (2016) 2, pp. 261-264
Persistent link: https://www.econbiz.de/10011591029