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Results 1-10 of 90.
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Year of Publication
Title
Author(s)
2018
A simple traffic light approach to backtesting expected shortfall
In: volume: 6, 2018, issue: 1, p. 1-7
Costanzino, Nick
;
Curran, Michael
2018
Credit risk meets random matrices: Coping with non-stationary asset correlations
In: volume: 6, 2018, issue: 2, p. 1-25
Mühlbacher, Andreas
;
Guhr, Thomas
2018
Credit risk analysis using machine and deep learning models
In: volume: 6, 2018, issue: 2, p. 1-20
Addo, Peter Martey
;
Guegan, Dominique
;
Hassani, Bertrand
2018
Volatility is log-normal: But not for the reason you think
In: volume: 6, 2018, issue: 2, p. 1-16
Tegnér, Martin
;
Poulsen, Rolf
2018
Analyzing the risks embedded in option prices with rndfittool
In: volume: 6, 2018, issue: 2, p. 1-15
Barletta, Andre
;
Santucci de Magistris, Paolo
2018
Modeling high frequency data with long memory and structural change: A-HYEGARCH model
In: volume: 6, 2018, issue: 2, p. 1-28
Shi, Yanlin
;
Yang, Yang
2018
Where is the risk reward? The impact of volatility-based fund classification on performance
In: volume: 6, 2018, issue: 3, p. 1-20
Ewen, Martin
2018
Hierarchical Markov model in life insurance and social benefit schemes
In: volume: 6, 2018, issue: 3, p. 1-17
Jang, Jiwook
;
Ramli, Siti Norafidah Mohd
2018
Desirable portfolios in fixed income markets: Application to credit risk premiums
In: volume: 6, 2018, issue: 1, p. 1-21
Garrido, José
;
Okhrati, Ramin
2018
On fund mapping regressions applied to segregated funds hedging under regime-switching dynamics
In: volume: 6, 2018, issue: 3, p. 1-15
Trottier, Denis-Alexandre
;
Godin, Frédéric
;
Hamel, Emmanuel
Author
2
Calderín-Ojeda, Enrique
2
Gan, Guojun
2
Guhr, Thomas
2
Harnau, Jonas
2
Hipp, Christian
2
Loke, Sooie-Hoe
2
Maier-Paape, Stanislaus
2
Mühlbacher, Andreas
2
Planchet, Frédéric
2
Zhu, Qiji Jim
.
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year of Publication
90
2018
Journal - issue
22
Issue 1, Volume 6, 2018
39
Issue 2, Volume 6, 2018
22
Issue 3, Volume 6, 2018
7
Issue 4, Volume 6, 2018