liquidity shock, separating information maximum likelihood estimation of the integrated volatility and covariance with micro …, with evidence from listed firms in Taiwan, pricing options on stocks denominated in different currencies, with theory and … regime-switching approaches, quantitative evaluation of contingent capital and its applications, high quantiles estimation …

liquidity shock, separating information maximum likelihood estimation of the integrated volatility and covariance with micro …, with evidence from listed firms in Taiwan, pricing options on stocks denominated in different currencies, with theory and … regime-switching approaches, quantitative evaluation of contingent capital and its applications, high quantiles estimation …

liquidity shock, separating information maximum likelihood estimation of the integrated volatility and covariance with micro …, with evidence from listed firms in Taiwan, pricing options on stocks denominated in different currencies, with theory and … regime-switching approaches, quantitative evaluation of contingent capital and its applications, high quantiles estimation …

liquidity shock, separating information maximum likelihood estimation of the integrated volatility and covariance with micro …, with evidence from listed firms in Taiwan, pricing options on stocks denominated in different currencies, with theory and … regime-switching approaches, quantitative evaluation of contingent capital and its applications, high quantiles estimation …

regulation in an economy under credit risk and liquidity shock, separating informa-tion maximum likelihood estimation of the … denominated in different currencies, with theory and illustrations, EVT and tail-risk modelling, with evidence from market indices … contingent capital and its applications, high quantiles estimation with Quasi-PORT and DPOT, with an application to value …