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Multivariate tests of a continuous time equilibrium arbitrage pricing theory with conditional heteroskedasticity and jumps
Ho, Mun S.; Perraudin, William R. M.; Sørensen, Bent E. - 1992
Persistent link: https://www.econbiz.de/10000838347
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Multivariate tests of a continuous time equilibrium arbitrage pricing theory with conditional heteroscedasticity and jumps
Ho, Mun S.; Perraudin, William R. M.; Sørensen, Bent E. - 1992
Persistent link: https://www.econbiz.de/10000137146
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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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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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The credit-constrained consumer : an empirical study of demand and supply in the loan market
Perraudin, William R. M. - In: Journal of business & economic statistics : JBES ; a … 10 (1992) 2, pp. 179-192
Persistent link: https://www.econbiz.de/10001124467
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Modelling exchange rates in continuous time : theory, estimation and option pricing
Perraudin, William R. M.; Sørensen, Bent E. - 1994
Persistent link: https://www.econbiz.de/10000901770