Correlation and coordination risk.
- Published in:
- Annals of Finance, 2019, v. 15, n. 2, p. 155, doi. 10.1007/s10436-019-00345-0
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- Publication type:
- Article
Works matching IS 16142446 AND DT 2019 AND VI 15 AND IP 2
Results: 6
1
2
The role of household debt and delinquency decisions in consumption-based asset pricing.
- Published in:
- Annals of Finance, 2019, v. 15, n. 2, p. 179, doi. 10.1007/s10436-019-00344-1
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- Publication type:
- Article
3
Relative performance concerns among investment managers.
- Published in:
- Annals of Finance, 2019, v. 15, n. 2, p. 205, doi. 10.1007/s10436-019-00343-2
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- Publication type:
- Article
4
A switching self-exciting jump diffusion process for stock prices.
- Published in:
- Annals of Finance, 2019, v. 15, n. 2, p. 267, doi. 10.1007/s10436-018-0340-5
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- Publication type:
- Article
5
Implied liquidity risk premia in option markets.
- Published in:
- Annals of Finance, 2019, v. 15, n. 2, p. 233, doi. 10.1007/s10436-018-0339-y
- By:
- Publication type:
- Article
6
Change point dynamics for financial data: an indexed Markov chain approach.
- Published in:
- Annals of Finance, 2019, v. 15, n. 2, p. 247, doi. 10.1007/s10436-018-0337-0
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- Publication type:
- Article