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A new country risk index for emerging markets : a stochastic dominance approach
Agliardi, Elettra; Agliardi, Rosella; Pinar, Mehmet; … - In: Journal of empirical finance 19 (2012) 5, pp. 741-761
Persistent link: https://www.econbiz.de/10009700593
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Diversification benefits of commodities : a stochastic dominance efficiency approach
Daskalaki, Charoula; Skiadopoulos, George; Topaloglou, … - In: Journal of empirical finance 44 (2017), pp. 250-269
Persistent link: https://www.econbiz.de/10011818029
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A new country risk index for emerging markets: A stochastic dominance approach
Agliardi, Elettra; Agliardi, Rossella; Pinar, Mehmet; … - In: Journal of empirical finance 19 (2012) 5, pp. 741-762
Persistent link: https://www.econbiz.de/10010040162
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Option pricing with discrete rebalancing
Prigent, Jean-Luc; Renault, Olivier; Scaillet, Olivier - In: Journal of empirical finance 11 (2004) 1, pp. 133-161
Persistent link: https://www.econbiz.de/10001881022
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Sensitivity analysis of values at risk
Gouriéroux, Christian; Laurent, Jean-Paul; Scaillet, … - In: Journal of empirical finance 7 (2000) 3/4, pp. 225-245
Persistent link: https://www.econbiz.de/10001557715
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Testing for continuous-time models of the short-term interest rate
Broze, Laurence - In: Journal of empirical finance 2 (1995) 3, pp. 199-223
Persistent link: https://www.econbiz.de/10001203345
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Option pricing with discrete rebalancing
Prigent, Jean-Luc; Renault, Olivier; Scaillet, Olivier - In: Journal of empirical finance 11 (2004) 1, pp. 133
Persistent link: https://www.econbiz.de/10007231009