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Results 11-20 of 56.
Year of PublicationTitleAuthor(s)
2019Credit scoring in SME asset-backed securities: An Italian case study
In: volume: 12, 2019, issue: 2, p. 1-28
Bedin, Andrea; Billio, Monica; Costola, Michele; Pelizzon, Loriana
2019Is Bitcoin a relevant predictor of standard & poor's 500?
In: volume: 12, 2019, issue: 2, p. 1-10
Muglia, Camilla; Santabarbara, Luca; Grassi, Stefano
2019A cointegration of the exchange rate and macroeconomic fundamentals: The case of the Indonesian Rupiah vis-á-vis currencies of primary trade partners
In: volume: 12, 2019, issue: 2, p. 1-17
Salim, Agus; Shi, Kai
2019What they did not tell you about algebraic (non-)existence, mathematical (ir-)regularity and (non-)asymptotic properties of the Dynamic Conditional Correlation (DCC) model
In: volume: 12, 2019, issue: 2, p. 1-9
McAleer, Michael
2019Quasi-maximum likelihood estimation for long memory stock transaction data - under conditional heteroskedasticity framework
In: volume: 12, 2019, issue: 2, p. 1-13
Quoreshi, A. M. M. Shahiduzzaman; Uddin, Reaz; Khan, Naushad Mamode
2019Instantaneous volatility seasonality of high-frequency markets in directional-change intrinsic time
In: volume: 12, 2019, issue: 2, p. 1-31
Petrov, Vladimir; Golub, Anton; Olsen, Richard
2019Value-at-risk and models of dependence in the U.S. federal crop insurance program
In: volume: 12, 2019, issue: 2, p. 1-21
Ramsey, A. Ford; Goodwin, Barry K.
2019Arbitrage free approximations to candidate volatility surface quotations
In: volume: 12, 2019, issue: 2, p. 1-21
Madan, Dilip B.; Schoutens, Wim
2019Book-to-market decomposition, net share issuance, and the cross section of global stock returns
In: volume: 12, 2019, issue: 2, p. 1-29
Blackburn, Douglas W.; Cakici, Nusret
2019The effect of diversification under different ownership structures and economic conditions: Evidence from the Great Recession
In: volume: 12, 2019, issue: 2, p. 1-26
Liebenberg, Ivonne A.; Lin, Zhilu