Results for Discipline:
Economic Statistics, Econometrics, Business Informatics
Hits 1-7 within 7 documents
Modelling bonds and credit default swaps using a structural model with contagion [journal article]
Source: Quantitative Finance, 8 (2008) 7. p.669-680
Value versus Growth: Stochastic Dominance Criteria [journal article]
Source: Quantitative Finance, 8 (2008) 7. p.693-704
Pricing and capital requirements for with profit contracts: modelling considerations [journal article]
Source: Quantitative Finance, 9 (2009) 7. p.803-817
An empirical analysis of multivariate copula models [journal article]
Source: Quantitative Finance, 9 (2009) 7. p.839-854
Random matrix ensembles of time-lagged correlation matrices: derivation of eigenvalue spectra and analysis of financial time-series [journal article]
Source: Quantitative Finance, 8 (2008) 7. p.705-722
Gram-Charlier densities: A multivariate approach [journal article]
Source: Quantitative Finance, 9 (2009) 7. p.855-868
The Epps effect revisited [journal article]
Source: Quantitative Finance, 9 (2009) 7. p.793-802