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Measuring risks of deposit institutions
Song, Frank M. - 1994
Persistent link: https://www.econbiz.de/10000887849
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Estimating the risk premium in a multi-sector stochastic endogenous growth model
Jakobsen, Jan Bo; Podivinsky, Jan M. - 1993
Persistent link: https://www.econbiz.de/10000894314
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Recent estimates of time-variation in the conditional variance and in the exchange risk premium
Frankel, Jeffrey A. - 1987
Persistent link: https://www.econbiz.de/10000730437
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Specification analysis of affine term structure models
Dai, Qiang; Singleton, Kenneth J. - 1997
Persistent link: https://www.econbiz.de/10000637523
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Bayesian analysis of stochastic volatility models with levy jumps : application to risk analysis
Szerszen, Pawel J. - 2009
Persistent link: https://www.econbiz.de/10003932677
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Common errors : how to (and not to) control for unobserved heterogeneity
Gormley, Todd A.; Matsa, David A. - In: The review of financial studies 27 (2014) 2, pp. 617-661
Persistent link: https://www.econbiz.de/10010357867
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An empirical investigation of asset pricing models under divergent lending and borrowing rates
Hammami, Yacine - In: Financial markets and portfolio management 28 (2014) 3, pp. 263-279
Persistent link: https://www.econbiz.de/10010399273
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Bayesian estimation of stochastic discount factors
Gordon, Stephen F. - In: Journal of business & economic statistics : JBES ; a … 14 (1996) 4, pp. 412-420
Persistent link: https://www.econbiz.de/10001209350
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Sequential procedures for monitoring covariances of asset returns
Bodnar, Olha - In: Advances in risk management, (pp. 241-264). 2007
Persistent link: https://www.econbiz.de/10003401609