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                             13 results found
no title author magazine year volume issue page(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.
article
2 Dividend policy of German firms Andres, Christian
2009
16 2 p. 175-187
13 p.
article
3 Editorial Board 2009
16 2 p. IFC-
1 p.
article
4 Forecasting financial crises and contagion in Asia using dynamic factor analysis Cipollini, A.
2009
16 2 p. 188-200
13 p.
article
5 Model averaging in risk management with an application to futures markets Pesaran, M. Hashem
2009
16 2 p. 280-305
26 p.
article
6 Modelling the distribution of credit losses with observable and latent factors Jiménez, Gabriel
2009
16 2 p. 235-253
19 p.
article
7 Modelling the distribution of the extreme share returns in Singapore Tolikas, Konstantinos
2009
16 2 p. 254-263
10 p.
article
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.
article
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.
article
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.
article
11 Quantile regression analysis of hedge fund strategies Meligkotsidou, Loukia
2009
16 2 p. 264-279
16 p.
article
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.
article
13 The credit rating process and estimation of transition probabilities: A Bayesian approach Stefanescu, Catalina
2009
16 2 p. 216-234
19 p.
article
                             13 results found
 
 Koninklijke Bibliotheek - National Library of the Netherlands