The SCoD Model: Analyzing Durations with a Semiparametric Copula Approach.
- Published in:
- International Review of Finance, 2005, v. 5, n. 1/2, p. 55, doi. 10.1111/j.1468-2443.2006.00051.x
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- Article
Works matching IS 1369412X AND DT 2005 AND VI 5 AND IP 1/2
Results: 4
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The Use of Derivatives by Investment Managers and Implications for Portfolio Performance and Risk.
- Published in:
- International Review of Finance, 2005, v. 5, n. 1/2, p. 1, doi. 10.1111/j.1468-2443.2006.00049.x
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- Article
3
Bond Term Premium Analysis in the Presence of Multiple Regimes.
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- International Review of Finance, 2005, v. 5, n. 1/2, p. 31, doi. 10.1111/j.1468-2443.2006.00050.x
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- Publication type:
- Article
4
Order Flow Patterns around Seasoned Equity Offerings and their Implications for Stock Price Movements.
- Published in:
- International Review of Finance, 2005, v. 5, n. 1/2, p. 75, doi. 10.1111/j.1468-2443.2006.00052.x
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- Publication type:
- Article