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An evaluation of alternative methods used in the estimation of Gaussian term structure models
Juneja, Januj - In: Review of quantitative finance and accounting 44 (2015) 1, pp. 1-24
Persistent link: https://www.econbiz.de/10011327670
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Financial econometrics, mathematics, statistics, and financial technology : an overall view
Lee, Cheng F. - In: Review of quantitative finance and accounting 54 (2020) 4, pp. 1529-1578
Persistent link: https://www.econbiz.de/10012233214
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Testing index-based models in UK stock returns
Davies, J. R.; Fletcher, Jonathan; Marshall, Andrew P. - In: Review of quantitative finance and accounting 45 (2015) 2, pp. 337-362
Persistent link: https://www.econbiz.de/10011333109
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Testing for income smoothing using backing out method : a review of specification issues
Lim, Steve C.; Lustgarten, Steven - In: Review of quantitative finance and accounting 19 (2002) 3, pp. 273-290
Persistent link: https://www.econbiz.de/10001722050
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A new measure of model misspecification with the no-arbitrage constraint : extending the second Hansen-Jagannathan distance
Xu, Yuewu - In: Review of quantitative finance and accounting 56 (2021) 3, pp. 917-938
Persistent link: https://www.econbiz.de/10012498599
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A nonlinear inversion procedure for modeling the effects of economic factors on credit risk migration
Stokes, Jeffrey R. - In: Review of quantitative finance and accounting 61 (2023) 3, pp. 855-878
Persistent link: https://www.econbiz.de/10014342115
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Operating asymmetries and non-linear spline correction in discretionary accrual models
Banker, Rajiv D.; Byzalov, Dmitri; Fang, Shunlan; Jin, … - In: Review of quantitative finance and accounting 54 (2020) 3, pp. 803-850
Persistent link: https://www.econbiz.de/10012233096
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Model and estimation risk in credit risk stress tests
Grundke, Peter; Pliszka, Kamil; Tuchscherer, Michael - In: Review of quantitative finance and accounting 55 (2020) 1, pp. 163-199
Persistent link: https://www.econbiz.de/10012233223
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Do analysts overreact to extreme good news in earnings?
Gu, Zhaoyang; Jiang, Xuemei - In: Review of quantitative finance and accounting 29 (2007) 4, pp. 415-431
Persistent link: https://www.econbiz.de/10003600303
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Does Regulation Fair Disclosure affect analysts' forecast performance? : the case of restructuring firms
Lin, Beixin; Yang, Rong - In: Review of quantitative finance and accounting 38 (2012) 4, pp. 495-517
Persistent link: https://www.econbiz.de/10009574055