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Forecasting realignments : the case of the French franc in the exchange-rate mechanism
Mizrach, Bruce Marshall - In: Nonlinear dynamics and economics : proceedings of the …, (pp. 361-368). 1996
Persistent link: https://www.econbiz.de/10001297234
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Learning and conditional heteroscedasticity in asset returns
Mizrach, Bruce Marshall - In: Progress in financial markets research, (pp. 1-14). 2012
Persistent link: https://www.econbiz.de/10009678576
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Endogenous and systemic risk
Daníelsson, Jón; Shin, Hyun Song; Zigrand, Jean-Pierre - In: Quantifying systemic risk, (pp. 73-94). 2013
Persistent link: https://www.econbiz.de/10010191412