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Estimation of a Cox process for credit spreads with semi-stochastic intensity
Corelli, Angelo - In: Journal of risk finance : the convergence of financial … 11 (2010) 5, pp. 515-519
Persistent link: https://www.econbiz.de/10008778685
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To be or not : feeding information in standard minority games
Corelli, Angelo - In: Journal of risk finance : the convergence of financial … 13 (2012) 2, pp. 171-178
Persistent link: https://www.econbiz.de/10009513098
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The tale of the tail : extreme-value patterns of financial returns
Corelli, Angelo - In: Journal of risk finance : the convergence of financial … 13 (2012) 5, pp. 507-516
Persistent link: https://www.econbiz.de/10009681878
Cover Image
Estimation of a Cox process for credit spreads with semi-stochastic intensity
Corelli, Angelo - In: Journal of risk finance : the convergence of financial … 11 (2010) 5, pp. 515-520
Persistent link: https://www.econbiz.de/10008724011
Cover Image
The tale of the tail: extreme-value patterns of financial returns
Corelli, Angelo - In: Journal of risk finance : the convergence of financial … 13 (2012) 5, pp. 507-517
Persistent link: https://www.econbiz.de/10010036824
Cover Image
To be or not: feeding information in standard minority games
Corelli, Angelo - In: Journal of risk finance : the convergence of financial … 13 (2012) 2, pp. 171-179
Persistent link: https://www.econbiz.de/10009835852