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Regionalpolitikken utfordres
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79491
CDO and HAC
Choroś, Barbara
;
Härdle, Wolfgang Karl
;
Okhrin, Ostap
-
2009
default times. The methods presented are used to reproduce the spreads of the iTraxx
Europe
tranches. We apply hierarchical …
Persistent link: https://www.econbiz.de/10010274189
Saved in:
79492
Shape invariant modelling pricing kernels and risk aversion
Grith, Maria
;
Härdle, Wolfgang Karl
;
Park, Juhyun
-
2009
Pricing kernels play a major role in quantifying risk aversion and investors' preferences. Several empirical studies reported that pricing kernels exhibit a common pattern across different markets. Mostly visual inspection and occasionally numerically summarise are used to make comparison. With...
Persistent link: https://www.econbiz.de/10010274190
Saved in:
79493
Development of income distribution by factor shares in Western
Europe
Rothschild, Kurt W.
-
1971
Persistent link: https://www.econbiz.de/10002708542
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