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Analysis of ultra-high-frequency financial data using advanced Fourier transforms
Giampaoli, Iacopo; Wing Lon Ng; Constantinou, Nick - In: Finance research letters 6 (2009) 1, pp. 47-53
Persistent link: https://www.econbiz.de/10003834761
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Credit risk contagion and the global financial crisis
Takeyama, Azusa; Constantinou, Nick; Vinogradov, Dmitri V. - 2012
Persistent link: https://www.econbiz.de/10009660065
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A framework for extracting the probability of default from stock option prices
Takeyama, Azusa; Constantinou, Nick; Vinogradov, Dmitri V. - 2012
Persistent link: https://www.econbiz.de/10009660069
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The relationship between credit default swap spreads and equity prices
Marzano, Michele; Dunn, Gary; Constantinou, Nick - In: Journal of risk 17 (2014/15) 1, pp. 3-28
Persistent link: https://www.econbiz.de/10010476254