Found: 15
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Nonparametric estimates of option prices via Hermite basis functions.
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- Annals of Finance, 2023, v. 19, n. 4, p. 477, doi. 10.1007/s10436-023-00431-4
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- Article
Machine learning-driven credit risk: a systemic review.
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- Neural Computing & Applications, 2022, v. 34, n. 17, p. 14327, doi. 10.1007/s00521-022-07472-2
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- Article
External Shocks, Trade Margins, and Macroeconomic Dynamics.
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- Economies, 2020, v. 8, n. 1, p. 6, doi. 10.3390/economies8010006
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- Article
The Stability of Tax Elasticities over the Business Cycle in European Countries.
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- Fiscal Studies, 2019, v. 40, n. 2, p. 175, doi. 10.1111/1475-5890.12184
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- Article
Rational Ignorance in Long-run Risk Models.
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- International Journal of Business & Economics, 2018, v. 17, n. 1, p. 43
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- Article
Rational Ignorance in Long-run Risk Models.
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- International Journal of Business & Economics (16070704), 2018, v. 17, n. 1, p. 43
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- Article
LONG-RUN RISK AND MONEY MARKET RATES: AN EMPIRICAL ASSESSMENT.
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- Macroeconomic Dynamics, 2017, v. 21, n. 4, p. 1096, doi. 10.1017/S1365100515000826
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- Article
Asset pricing and the role of macroeconomic volatility.
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- Annals of Finance, 2014, v. 10, n. 2, p. 197, doi. 10.1007/s10436-013-0237-2
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- Article
Forced Manager Turnovers in English Soccer Leagues: A Long-Term Perspective.
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- Journal of Sports Economics, 2014, v. 15, n. 2, p. 150, doi. 10.1177/1527002512447803
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- Article
The Determinants of Risk Premia on the Italian Stock Market: Empirical Evidence on Common Factors in Asset Pricing Models.
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- Economic Notes, 2013, v. 42, n. 2, p. 103, doi. 10.1111/j.1468-0300.2013.12004.x
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- Article
IS IGNORANCE BLISS? THE COST OF BUSINESS-CYCLE UNCERTAINTY.
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- Macroeconomic Dynamics, 2013, v. 17, n. 4, p. 728, doi. 10.1017/S1365100511000460
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- Article
MULTIVARIATE HEAVY-TAILED MODELS FOR VALUE-AT-RISK ESTIMATION.
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- International Journal of Theoretical & Applied Finance, 2012, v. 15, n. 4, p. 1250029-1, doi. 10.1142/S021902491250029X
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- Article
Information Quality and Stock Returns Revisited.
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- Journal of Financial & Quantitative Analysis, 2010, v. 45, n. 6, p. 1419, doi. 10.1017/S0022109010000578
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- Article
A COMPARISON OF SOME UNIVARIATE MODELS FOR VALUE-AT-RISK AND EXPECTED SHORTFALL.
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- International Journal of Theoretical & Applied Finance, 2007, v. 10, n. 6, p. 1043, doi. 10.1142/S0219024907004548
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- Article
TIME VARYING SENSITIVITIES ON A GRID ARCHITECTURE.
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- International Journal of Theoretical & Applied Finance, 2007, v. 10, n. 2, p. 307, doi. 10.1142/S0219024907004214
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- Article