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Vertriebsrisiken als wesentliches Risiko gemäß MaRisk? : Ansätze zur Prüfung von Vertriebsrisiken durch die Interne Revision
Maurer, Thomas - In: Bank-Praktiker : rechtssicher, revisionsfest, risikogerecht (2012) 3, pp. 74-79
Persistent link: https://www.econbiz.de/10009872358
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The functional stochastic discount factor
Tran, Ngoc-Khanh - In: The quarterly journal of finance 9 (2019) 4, pp. 1-49
Persistent link: https://www.econbiz.de/10012183345
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Abnormal returns after large stock price changes : evidence from Asia-Pacific markets
Pham, Vu Thang Long; Nguyen, Do Quoc Tho; Tô, Thuy-Duong - In: Asia-Pacific financial markets : integration, …, (pp. 205-227). 2008
Persistent link: https://www.econbiz.de/10003603090
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Humps in the volatility structure of the crude oil futures market : new evidence
Chiarella, Carl; Kang, Boda; Nikitopoulos, Christina … - In: Energy economics 40 (2013), pp. 989-1000
Persistent link: https://www.econbiz.de/10010355994
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A note on the bias of using futures rates as a proxy for the instantaneous forward rate
Tô, Thuy-duong - 2004
Persistent link: https://www.econbiz.de/10002721679
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The multifactor nature of the volatility of the eurodollar futures market
Chiarella, Carl; Tô, Thuy-duong - 2005
Persistent link: https://www.econbiz.de/10002721727
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The volatility structure of the fixed income market under the HJM framework : a nonlinear filtering approach
Chiarella, Carl; Hung, Hing; Tô, Thuy-duong - 2005
Persistent link: https://www.econbiz.de/10002721773
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The jump component of the volatility structure of interest rate futures markets : an international comparison
Chiarella, Carl; Tô, Thuy-duong - In: The journal of futures markets 23 (2003) 12, pp. 1125-1158
Persistent link: https://www.econbiz.de/10001828527
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A maximum likelihood approach to estimation of Heath-Jarrow-Morton models
Bhar, Ramaprasad; Chiarella, Carl; Tô, Thuy-duong - 2002
Persistent link: https://www.econbiz.de/10001867285
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Stochastic correlation and risk premia in term structure models
Chiarella, Carl; Hsiao, Chih-ying; Tô, Thuy-Duong - In: Journal of empirical finance 37 (2016), pp. 59-78
Persistent link: https://www.econbiz.de/10011662911