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Measuring operational risk in financial institutions

Plunus, Sverine; Hbner, Georges; Peters, Jean-Philippe - In: Applied financial economics 22 (2012) 18, pp. 1553-1570

Persistent link: https://www.econbiz.de/10009963795

G@RCH 2.0: An Ox Package for Estimating and Forecasting Various ARCH Models

S»bastien Laurent; Peters, Jean-Philippe - Society for Computational Economics - SCE - 2001

This paper discusses and documents G@RCH 2.0, an Ox package dedicated to the estimation and forecasting of various univariate ARCH-type models including the GARCH, EGARCH, GJR, APARCH, IGARCH, FIGARCH, FIEGARCH and FIAPARCH specifications of the conditional variance and an AR(FI)MA specification...

Persistent link: https://www.econbiz.de/10005132877

Leximin solutions to the bargaining problem

Crama, Yves - 1982

Persistent link: https://www.econbiz.de/10002032005

The generalized treynor ratio

Hübner, Georges - In: Review of finance : journal of the European Finance … 9 (2005) 3, pp. 415-435

Persistent link: https://www.econbiz.de/10003101808

The credit risk components of a swap portfolio

Hübner, Georges - In: The journal of futures markets 24 (2004) 1, pp. 93-115

Persistent link: https://www.econbiz.de/10001850816

The analytic pricing of asymmetric defaultable swaps

Hübner, Georges - In: Journal of banking & finance 25 (2001) 2, pp. 295-316

Persistent link: https://www.econbiz.de/10001545295

Une interprétation comportementale de la bulle spéculative spontanée

Hübner, Georges - In: Gestion 2000 11 (1995) 5, pp. 177-195

Persistent link: https://www.econbiz.de/10001189451

Option replication and the performance of a market timer

Hübner, Georges - In: Studies in economics and finance 33 (2016) 1, pp. 2-25

Persistent link: https://www.econbiz.de/10011718722

No contagion, only globalization and flight to quality

Brière, Marie; Chapelle, Ariane; Szafarz, Ariane - In: Journal of international money and finance 31 (2012) 6, pp. 1729-1744

Persistent link: https://www.econbiz.de/10009679994

Shareholding cascades : the separation of ownership and control in Belgium

Becht, Marco; Chapelle, Ariane; Renneboog, Luc - In: The control of corporate Europe, (pp. 71-105). 2001

Persistent link: https://www.econbiz.de/10001665434

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