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Risk and return of short-duration equity investments
Cejnek, Georg; Randl, Otto - In: Journal of empirical finance 36 (2016), pp. 181-198
Persistent link: https://www.econbiz.de/10011662843
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Maximum likelihood estimation of the Hull-White model
Kladívko, Kamil; Rusý, Tomáš - In: Journal of empirical finance 70 (2023), pp. 227-247
Persistent link: https://www.econbiz.de/10014423686
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Pricing of credit default index swap tranches with one-factor heavy-tailed copula models
Wang, Dezhong; Račev, Svetlozar T.; Fabozzi, Frank J. - In: Journal of empirical finance 16 (2009) 2, pp. 201-215
Persistent link: https://www.econbiz.de/10003839259
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Assessing the compensation for volatility risk implicit in interest rate derivatives
Fornari, Fabio - In: Journal of empirical finance 17 (2010) 4, pp. 722-743
Persistent link: https://www.econbiz.de/10009267247
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Trading activity in the equity market and its contingent claims : an empirical investigation
Roll, Richard; Schwartz, Eduardo S.; Subrahmanyam, Avanidhar - In: Journal of empirical finance 28 (2014), pp. 13-35
Persistent link: https://www.econbiz.de/10011284514
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Valuation of collateralized debt obligations with hierarchical Archimedean copulae
Choroś-Tomczyk, Barbara; Härdle, Wolfgang; Okhrin, Ostap - In: Journal of empirical finance 24 (2013), pp. 42-62
Persistent link: https://www.econbiz.de/10010371991
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Understanding the term structure of credit default swap spreads
Han, Bing; Zhou, Yi - In: Journal of empirical finance 31 (2015), pp. 18-35
Persistent link: https://www.econbiz.de/10011489327
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Financial weather derivatives for corn production in Northern China : a comparison of pricing methods
Sun, Baojing; Van Kooten, Gerrit C. - In: Journal of empirical finance 32 (2015), pp. 201-209
Persistent link: https://www.econbiz.de/10011556819
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Testing for statistical arbitrage in credit derivatives markets
Mayordomo, Sergio; Peña Sánchez de Rivera, Juan Ignacio; … - In: Journal of empirical finance 26 (2014), pp. 59-75
Persistent link: https://www.econbiz.de/10010472006
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Nonparametric estimation of scalar diffusion models of interest rates using asymmetric kernels
Gospodinov, Nikolaj; Hirukawa, Masayuki - In: Journal of empirical finance 19 (2012) 4, pp. 595-609
Persistent link: https://www.econbiz.de/10009615659