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Can GARCH models capture long-range dependence?
Maheu, John - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 9 (2005) 4, pp. 1-41
Persistent link: https://www.econbiz.de/10009949854
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Fixed Come Hell or High Water? Selection and Prepayment of Fixed‐Rate Mortgages Outside the United States
Daglish, Toby; Patel, Nimesh - In: Real estate economics : journal of the American Real … 40 (2012) 4, pp. 708-742
Persistent link: https://www.econbiz.de/10010061317
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The Valuation of Equity Futures on the Tokyo Stock Exchange: 1920–1923
Daglish, Toby; Moore, Lyndon - In: The journal of futures markets 33 (2013) 7, pp. 601-628
Persistent link: https://www.econbiz.de/10010105844
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What motivates a subprime borrower to default?
Daglish, Toby - In: Journal of banking & finance 33 (2009) 4, pp. 681-693
Persistent link: https://www.econbiz.de/10008175315
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LATTICE METHODS FOR NO-ARBITRAGE PRICING OF INTEREST RATE SECURITIES
Daglish, Toby - In: The journal of derivatives : the official publication … 18 (2010) 2, pp. 7-20
Persistent link: https://www.econbiz.de/10008745127
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What motivates a subprime borrower to default?
Daglish, Toby - In: Journal of banking & finance 33 (2009) 4, pp. 681-694
Persistent link: https://www.econbiz.de/10008890378