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The gentle proposal : a model of applied defoult probabilities and GARCH volatility
Corelli, Angelo - In: Journal of risk management in financial institutions 4 (2010/11) 1, pp. 46-56
Persistent link: https://www.econbiz.de/10008905799
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The tale of the tail : extreme-value patterns of financial returns
Corelli, Angelo - In: Journal of risk finance : the convergence of financial … 13 (2012) 5, pp. 507-516
Persistent link: https://www.econbiz.de/10009681878
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GARCH volatilities applied to an asset selection algorithm : the case of fixed income markets
Corelli, Angelo - In: International journal of bonds and derivatives 4 (2018) 1, pp. 52-62
Persistent link: https://www.econbiz.de/10012253412