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Exploring the financial risk of a temperature index : a fractional integrated approach
Castellano, Rosella; Cerqueti, Roy; Rotundo, Giulia - 2020
Persistent link: https://www.econbiz.de/10012165561
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Structural estimation of counterparty credit risk under recovery risk
Castellano, Rosella; Corallo, Vincenzo; Morelli, Giacomo - In: Journal of banking & finance 140 (2022), pp. 1-9
Persistent link: https://www.econbiz.de/10013463128