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Value at risk: teoría y aplicaciones
Johnson, Christian - 2002
Persistent link: https://www.econbiz.de/10001699580
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Value at risk: teoría y aplicaciones
Johnson, Christian - In: Estudios de economía 28 (2001) 2, pp. 217-247
Persistent link: https://www.econbiz.de/10001656826
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Transmission of financial stress in Europe : the pivotal role of Italy and Spain, but not Greece
González Hermosillo, Brenda; Johnson, Christian - 2014
Persistent link: https://www.econbiz.de/10010388660
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Volatilidad del mercado accionario y la crisis asiática
Johnson, Christian; Soriano, Fabián A. - In: El trimestre económico 71 (2004) 2, pp. 355-388
Persistent link: https://www.econbiz.de/10002086245
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Testing the stability of implied probability density functions
Bliss, Robert R.; Panigirtzoglou, Nikolaos - 2000
Persistent link: https://www.econbiz.de/10001475967
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Callable US treasury bonds : optimal calls, anomalies, and implied volatilities
Bliss, Robert R. - In: The journal of business : B 71 (1998) 2, pp. 211-252
Persistent link: https://www.econbiz.de/10001239857
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The implied volatility of US interest rates : evidence from callable US treasuries
Bliss, Robert R.; Ronn, Ehud I. - 1995
Persistent link: https://www.econbiz.de/10000925735
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Callable US treasury bonds : optimal calls, anomalies, and implied volatilities
Bliss, Robert R.; Ronn, Ehud I. - 1997
Persistent link: https://www.econbiz.de/10000975260
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The stability of interest rate processes
Bliss, Robert R.; Smith, David C. - 1997
Persistent link: https://www.econbiz.de/10000985999
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Empirical tests of two state-variable Heath-Jarrow-Morton models
Bliss, Robert R. - In: Journal of money, credit and banking : JMCB 28 (1996) 3, pp. 452-476
Persistent link: https://www.econbiz.de/10001334599