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Results 121-130 of 134.
Year of PublicationTitleAuthor(s)
2020Pricing of commodity derivatives on processes with memory
In: volume: 8, 2020, issue: 1, p. 1-32
Benth, Fred Espen; Khedher, Asma; Vanmaele, Michèle
2020Do we need stochastic volatility and generalised autoregressive conditional heteroscedasticity? Comparing squared end-of-day returns on ftse
In: volume: 8, 2020, issue: 1, p. 1-20
Allen, David E.; McAleer, Michael
2020Bankruptcy prediction and stress quantification using support vector machine: Evidence from Indian banks
In: volume: 8, 2020, issue: 2, p. 1-22
Shrivastava, Santosh Kumar; Ramudu, P. Janaki
2020Proactive management of regulatory policy ripple effects via a computational hierarchical change management structure
In: volume: 8, 2020, issue: 2, p. 1-29
Alrabiah, Abdulrahman; Drew, Steve
2020Importance sampling in the presence of PD-LGD correlation
In: volume: 8, 2020, issue: 1, p. 1-36
Metzler, Adam; Scott, Alexandre
2020Why to buy insurance? An explainable artificial intelligence approach
In: volume: 8, 2020, issue: 4, p. 1-9
Gramegna, Alex; Guidici, Paolo
2020How efficient are Indian banks in managing the risk-return trade-off? An empirical analysis
In: volume: 8, 2020, issue: 4, p. 1-13
Navas, Jalaludeen; Dhanavanthan, Periyasamy; Lazar, Daniel
2020Modelling Australian dollar volatility at multiple horizons with high-frequency data
In: volume: 8, 2020, issue: 3, p. 1-16
Long Hai Vo; Duc Hong Vo
2020Copula model selection for vehicle component failures based on warranty claims
In: volume: 8, 2020, issue: 2, p. 1-15
Wifvat, Kathryn; Kumerow, John; Shemyakin, Arkady
2020Deep local volatility
In: volume: 8, 2020, issue: 3, p. 1-18
Chataigner, Marc; Crépey, Stéphane; Dixon, Matthew F.