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Investigating the role of systematic and firm-specific factors in default risk : lessons from empirically evaluating credit risk models
Bakshi, Gurdip S.
;
Madan, Dilip B.
;
Zhang, Frank Xiaoling
- In:
The journal of business : B
79
(
2006
)
4
,
pp. 1955-1987
Persistent link: https://www.econbiz.de/10003378503
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An empirical examination of the variance-gamma model for foreign currency options
Daal, Elton A.
;
Madan, Dilip B.
- In:
The journal of business : B
78
(
2005
)
6
,
pp. 2121-2152
Persistent link: https://www.econbiz.de/10003294713
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The fine structure of asset returns : an empirical investigation
Carr, Peter
;
Geman, HĂ©lyette
;
Madan, Dilip B.
;
Yor, Marc
- In:
The journal of business : B
75
(
2002
)
2
,
pp. 305-332
Persistent link: https://www.econbiz.de/10001682409
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The Variance Gamma (V. G.) model for share market returns
Madan, Dilip B.
- In:
The journal of business : B
63
(
1990
)
4
,
pp. 511-524
Persistent link: https://www.econbiz.de/10001097112
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5
Investigating the Role of Systematic and Firm-Specific Factors in Default Risk: Lessons from Empirically Evaluating Credit Risk Models
Bakshi, Gurdip
;
Madan, Dilip
;
Zhang, Frank Xiaoling
- In:
The journal of business : B
79
(
2006
)
4
,
pp. 1955-1988
Persistent link: https://www.econbiz.de/10007293316
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