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International Equity Portfolio Risk Modeling: The Case of the NIG Model and Ordinary Copula Functions.
- Published in:
- Finance a Uver: Czech Journal of Economics & Finance, 2012, v. 62, n. 2, p. 141
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- Article
DEA-Risk Efficiency and Stochastic Dominance Efficiency of Stock Indices.
- Published in:
- Finance a Uver: Czech Journal of Economics & Finance, 2012, v. 62, n. 2, p. 106
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- Publication type:
- Article
Market Application of the Fuzzy-Stochastic Approach in the Heston Option Pricing Model.
- Published in:
- Finance a Uver: Czech Journal of Economics & Finance, 2012, v. 62, n. 2, p. 162
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- Article
Dynamic Multi-Factor Credit Risk Model with Fat-Tailed Factors.
- Published in:
- Finance a Uver: Czech Journal of Economics & Finance, 2012, v. 62, n. 2, p. 125
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- Article
Independent Spike Models: Estimation and Validation.
- Published in:
- Finance a Uver: Czech Journal of Economics & Finance, 2012, v. 62, n. 2, p. 180
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- Publication type:
- Article