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~subject:"Estimation"
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Estimation
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Sørensen, Bent E.
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7
Perraudin, William R. M.
7
Villegas-Sanchez, Carolina
7
Volosovych, Vadym
7
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5
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4
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Credit risk : measurement, evaluation and management ; [on March 13th - 15th 2002, the 8th Econometric Workshop in Karlsruhe was held at the University of Karlsruhe (TH), Germany] ; with 85 figures
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The economics of globalization : policy perspectives from public economics ; [esssays based on lectures delivered at the 1996 Congress of the International Institute of Public Finance]
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ECONIS (ZBW)
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A continuous-time arbitrage-pricing model with stochastic volatility and jumps
Ho, Mun S.
- In:
Journal of business & economic statistics : JBES ; a …
14
(
1996
)
1
,
pp. 31-43
Persistent link: https://www.econbiz.de/10001203183
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2
New methods for estimating nonlinear continuous time interest rate processes
Mella-Barral, Pierre
;
Perraudin, William R. M.
-
1994
Persistent link: https://www.econbiz.de/10000147754
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3
An extreme analysis of VaRs for emerging market benchmark bonds
Kiesel, Rüdiger
;
Perraudin, William R. M.
;
Taylor, Alex
- In:
Credit risk : measurement, evaluation and management ; …
,
(pp. 111-137)
.
2003
Persistent link: https://www.econbiz.de/10002001481
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4
Estimating volatility for long holding periods
Kiesel, Rüdiger
;
Perraudin, William R. M.
;
Taylor, Alex
- In:
Measuring risk in complex stochastic systems
,
(pp. 19-31)
.
2000
Persistent link: https://www.econbiz.de/10001579694
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5
Bank capital and value at risk
Jackson, Patricia
- In:
The journal of derivatives : the official publication …
4
(
1997
)
3
,
pp. 73-89
Persistent link: https://www.econbiz.de/10001218928
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6
Testing value-at-risk approaches to capital adequacy
Jackson, Patricia
- In:
Quarterly bulletin / Bank of England
38
(
1998
)
3
,
pp. 256-265
Persistent link: https://www.econbiz.de/10001244660
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7
The impact of IMF programmes
Bagci, Pinar
;
Perraudin, William R. M.
-
1997
Persistent link: https://www.econbiz.de/10000973749
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8
Home bias and international risk sharing : twin puzzles separated at birth
Sorensen, Bent E.
;
Sørensen, Bent E.
;
Wu, Yi-tsung
; …
-
2005
Persistent link: https://www.econbiz.de/10013424628
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9
Home bias and international risk sharing : twin puzzles separated at birth
Sørensen, Bent E.
;
Wu, Yi-tsung
;
Yosha, Oved
;
Zhu, Yu
- In:
Journal of international money and finance
26
(
2007
)
4
,
pp. 587-605
Persistent link: https://www.econbiz.de/10003484213
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10
Producer prives versus consumer prices in the measurement of risk sharing
Sørensen, Bent E.
;
Yosha, Oved
- In:
Applied economics quarterly
53
(
2007
)
1
,
pp. 3-17
Persistent link: https://www.econbiz.de/10003426481
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