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Pinning
in the S&P 500 futures
Golez, Benjamin
;
Jackwerth, Jens Carsten
- In:
Journal of financial economics
106
(
2012
)
3
,
pp. 566-585
Persistent link: https://www.econbiz.de/10009710162
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2
Identification of mixed causal-noncausal models in finite samples
Hecq, Alain W. J.
;
Lieb, Lenard
;
Telg, Sean
- In:
Annals of economics and statistics
123/124
(
2016
),
pp. 307-331
Persistent link: https://www.econbiz.de/10011592754
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3
Credit contagion in the presence of non-normal shocks
Batiz-Zuk, Enrique
;
Christodoulakis, George A.
;
Poon, …
- In:
International review of financial analysis
37
(
2015
),
pp. 129-139
Persistent link: https://www.econbiz.de/10011317232
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4
Portfolio return distributions : sample statistics with stochastic correlations
Chetalova, Desislava
;
Schmitt, Thilo A.
;
Schäfer, Rudi
; …
- In:
International journal of theoretical and applied finance
18
(
2015
)
2
,
pp. 1-16
Persistent link: https://www.econbiz.de/10011403228
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5
Modeling loss data using mixtures of distributions
Miljkovic, Tatjana
;
Grün, Bettina
- In:
Insurance / Mathematics & economics
70
(
2016
),
pp. 387-396
Persistent link: https://www.econbiz.de/10011597334
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6
Hidden semi-Markov models for rainfall-related insurance claims
Shi, Yue
;
Punzo, Antonio
;
Otneim, Håkon
;
Maruotti, …
-
2023
Persistent link: https://www.econbiz.de/10014431361
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