Narrow search
Showing 1 - 10 of 27
Cover Image
Heterogeneity in beliefs and volatility tail behavior
Bakshi, Gurdip S.; Madan, Dilip B.; Panayotov, George - In: Journal of financial and quantitative analysis : JFQA 50 (2015) 6, pp. 1389-1414
Persistent link: https://www.econbiz.de/10011479441
Cover Image
Average rate claims with emphasis on catastrophe loss options
Bakshi, Gurdip S.; Madan, Dilip B. - In: Journal of financial and quantitative analysis : JFQA 37 (2002) 1, pp. 93-115
Persistent link: https://www.econbiz.de/10001661620
Cover Image
Recovery in default risk modeling : theoretical foundations and empirical applications
Bakshi, Gurdip S.; Madan, Dilip B.; Zhang, Frank - 2001
Persistent link: https://www.econbiz.de/10001613473
Cover Image
Spanning and derivative-security valuation
Bakshi, Gurdip S.; Madan, Dilip B. - In: Journal of financial economics 55 (2000) 2, pp. 205-238
Persistent link: https://www.econbiz.de/10001448505
Cover Image
Investigating the sources of default risk : lessons from empirically evaluating credit risk models
Bakshi, Gurdip S.; Madan, Dilip B.; Zhang, Frank X. - 2001
Persistent link: https://www.econbiz.de/10001573166
Cover Image
Deducing the implications of jump models for the structure of stock market crashes, rallies, jump arrival rates, and extremes
Bakshi, Gurdip S.; Madan, Dilip B.; Panayotov, George - In: Journal of business & economic statistics : JBES ; a … 28 (2010) 3, pp. 380-396
Persistent link: https://www.econbiz.de/10008736201
Cover Image
Returns of claims on the upside and the viability of U-shaped pricing kernels
Bakshi, Gurdip S.; Madan, Dilip B.; Panayotov, George - In: Journal of financial economics 97 (2010) 1, pp. 130-154
Persistent link: https://www.econbiz.de/10003991462
Cover Image
Stock return characteristics, skew laws, and the differential pricing of individual equity options
Bakshi, Gurdip S.; Kapadia, Nikunj; Madan, Dilip B. - In: The review of financial studies 16 (2003) 1, pp. 101-143
Persistent link: https://www.econbiz.de/10001764187
Cover Image
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
Cover Image
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: Credit risk : models, derivatives, and management, (pp. 155-180). 2008
Persistent link: https://www.econbiz.de/10003718458