Results for Discipline:
Economic Statistics, Econometrics, Business Informatics
Hits 1-10 within 10 documents
A Continuous-Time Model for Reinvestment Risk in Bond Markets [journal article]
Source: Quantitative Finance, 9 (2009) 4. p.451-464
Correlation Smile Matching for CDO Tranches with α Stable Distributions and Fitted Archimedan Copulas [journal article]
Source: Quantitative Finance, 9 (2009) 4. p.439-449
The robustness of modified unit root tests in the presence of GARCH [journal article]
Source: Quantitative Finance, 6 (2006) 4. p.359-363
Analyzing Liquidity and Absorption Limits of Electronic Markets with Volume Durations [journal article]
Source: Quantitative Finance, 8 (2008) 4. p.353-361
Arbitrage-free smoothing of the implied volatility surface [journal article]
Source: Quantitative Finance, 9 (2009) 4. p.417-428
On the feasibility of portfolio optimization under expected shortfall [journal article]
Source: Quantitative Finance, 7 (2007) 4. p.389-396
Unexpected volatiltiy and intraday serial correlation [journal article]
Source: Quantitative Finance, 9 (2009) 4. p.465-475
Wealth-driven competition in a speculative financial market: examples with maximizing agents [journal article]
Source: Quantitative Finance, 8 (2008) 4. p.363-380
Credit contagion and credit risk [journal article]
Source: Quantitative Finance, 9 (2009) 4. p.373-382
How to quickly get a job? The transition from higher education to French labour market by a survival model [journal article]
Source: Applied Economics, 43 (2010) 4. p.439-448