| nr |
titel |
auteur |
tijdschrift |
jaar |
jaarg. |
afl. |
pagina('s) |
type |
| 1 |
A censored stochastic volatility approach to the estimation of price limit moves
|
Hsieh, Ping-Hung
|
|
2009
|
16 |
2 |
p. 337-351
15 p.
|
artikel
|
| 2 |
Dividend policy of German firms
|
Andres, Christian
|
|
2009
|
16 |
2 |
p. 175-187
13 p.
|
artikel
|
| 3 |
Editorial Board
|
|
|
2009
|
16 |
2 |
p. IFC-
1 p.
|
artikel
|
| 4 |
Forecasting financial crises and contagion in Asia using dynamic factor analysis
|
Cipollini, A.
|
|
2009
|
16 |
2 |
p. 188-200
13 p.
|
artikel
|
| 5 |
Model averaging in risk management with an application to futures markets
|
Pesaran, M. Hashem
|
|
2009
|
16 |
2 |
p. 280-305
26 p.
|
artikel
|
| 6 |
Modelling the distribution of credit losses with observable and latent factors
|
Jiménez, Gabriel
|
|
2009
|
16 |
2 |
p. 235-253
19 p.
|
artikel
|
| 7 |
Modelling the distribution of the extreme share returns in Singapore
|
Tolikas, Konstantinos
|
|
2009
|
16 |
2 |
p. 254-263
10 p.
|
artikel
|
| 8 |
Multistep predictions for multivariate GARCH models: Closed form solution and the value for portfolio management
|
Hlouskova, Jaroslava
|
|
2009
|
16 |
2 |
p. 330-336
7 p.
|
artikel
|
| 9 |
On the explanatory power of firm-specific variables in cross-sections of expected returns
|
Zhang, Chu
|
|
2009
|
16 |
2 |
p. 306-317
12 p.
|
artikel
|
| 10 |
Pricing of credit default index swap tranches with one-factor heavy-tailed copula models
|
Wang, Dezhong
|
|
2009
|
16 |
2 |
p. 201-215
15 p.
|
artikel
|
| 11 |
Quantile regression analysis of hedge fund strategies
|
Meligkotsidou, Loukia
|
|
2009
|
16 |
2 |
p. 264-279
16 p.
|
artikel
|
| 12 |
Stock and bond market interactions with level and asymmetry dynamics: An out-of-sample application
|
de Goeij, Peter
|
|
2009
|
16 |
2 |
p. 318-329
12 p.
|
artikel
|
| 13 |
The credit rating process and estimation of transition probabilities: A Bayesian approach
|
Stefanescu, Catalina
|
|
2009
|
16 |
2 |
p. 216-234
19 p.
|
artikel
|
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