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Quantitative financial economics : stocks, bonds, and foreign exchange
Cuthbertson, Keith - 1996
Persistent link: https://www.econbiz.de/10013491190
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Time-varying pricing of risk in sovereign bond futures returns
Malinská, Barbora - In: Finance research letters 47 (2022) 1, pp. 1-19
Persistent link: https://www.econbiz.de/10013455827
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Parametric heat wave insurance
Larsson, Karl - In: Journal of commodity markets 31 (2023), pp. 1-15
Persistent link: https://www.econbiz.de/10014477784
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Yet another view on why a home is one's castle
Hasanov, Fuad; Dacy, Douglas C. - In: Real estate economics : journal of the American Real … 37 (2009) 1, pp. 23-41
Persistent link: https://www.econbiz.de/10003828136
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The temporal dimension of risk
Estrada, Javier - In: The quarterly review of economics and finance : journal … 40 (2000) 2, pp. 189-204
Persistent link: https://www.econbiz.de/10001509387
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Common risk factors in explaining Canadian equity returns
Berkowitz, Michael Keith (contributor) - 2000 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001513027
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How COVID-19 pandemic, global risk factors, and oil prices affect Islamic bonds (Sukuk) prices? : new insights from time-frequency analysis
Naifar, Nader; Tiwari, Aviral Kumar; Alhashim, Mohammed - In: Review of financial economics : RFE 40 (2022) 3, pp. 312-331
Persistent link: https://www.econbiz.de/10013331035
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An application of Padé approximation to volatility modeling
Gil Fari~na, María Candelaria; Lorenzo Alegría, Rosa … - In: International advances in economic research : IAER ; an … 5 (1999) 4, pp. 446-465
Persistent link: https://www.econbiz.de/10001490640
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An EM algorithm for conditionally heteroscedastic factor models
Dēmos, Antōnēs A. - In: Journal of business & economic statistics : JBES ; a … 16 (1998) 3, pp. 357-361
Persistent link: https://www.econbiz.de/10001246504