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Intraday Value at Risk (IVaR) using tick-by-tick data with application to the Toronto Stock Exchange
Dionne, Georges; Duchesne, Pierre; Pacurar, Maria - In: Journal of empirical finance 16 (2009) 5, pp. 777-792
Persistent link: https://www.econbiz.de/10003900406
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Is there any dependence between consumer credit line utilization and default probability on a term loan? : evidence from bank-customer data
Bergerès, Anne-Sophie; D'Astous, Philippe; Dionne, Georges - In: Journal of empirical finance 33 (2015), pp. 276-286
Persistent link: https://www.econbiz.de/10011556889
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On the determinants of the implied default barrier
Dionne, Georges; Laajimi, Sadok - In: Journal of empirical finance 19 (2012) 3, pp. 395-408
Persistent link: https://www.econbiz.de/10009615674
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Count data models for a credit scoring system
Dionne, Georges - In: Journal of empirical finance 3 (1996) 3, pp. 303-325
Persistent link: https://www.econbiz.de/10001206312
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Asymmetric effects of the limit order book on price dynamics
Cenesizoglu, Tolga; Dionne, Georges; Zhou, Xiaozhou - In: Journal of empirical finance 65 (2022), pp. 77-98
Persistent link: https://www.econbiz.de/10013286401
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Reinsurance demand and liquidity creation : a search for bicausality
Desjardins, Denise; Dionne, Georges; Koné, N'Golo - In: Journal of empirical finance 66 (2022), pp. 137-154
Persistent link: https://www.econbiz.de/10013370712
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Count data models for a credit scoring system
Dionne, G.; Artis, M.; Guillén, M. - In: Journal of empirical finance 3 (1996) 3, pp. 303
Persistent link: https://www.econbiz.de/10007253428
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Intraday Value at Risk (IVaR) using tick-by-tick data with application to the Toronto Stock Exchange
Dionne, Georges; Duchesne, Pierre; Pacurar, Maria - In: Journal of empirical finance 16 (2009) 5, pp. 777-792
Persistent link: https://www.econbiz.de/10008323265
Cover Image
On the determinants of the implied default barrier
Dionne, Georges; Laajimi, Sadok - In: Journal of empirical finance 19 (2012) 3, pp. 395-409
Persistent link: https://www.econbiz.de/10009967207
Cover Image
Intraday Value at Risk (IVaR) using tick-by-tick data with application to the Toronto Stock Exchange
Dionne, Georges; Duchesne, Pierre; Pacurar, Maria - In: Journal of empirical finance 16 (2009) 5, pp. 777-793
Persistent link: https://www.econbiz.de/10008896102