Additive Intensity Regression Models in Corporate Default Analysis.
- Published in:
- Journal of Financial Econometrics, 2013, v. 11, n. 3, p. 443, doi. 10.1093/jjfinec/nbs018
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- Publication type:
- Article
Works matching IS 14798409 AND DT 2013 AND VI 11 AND IP 3
Results: 4
1
2
A Regime-Switching Nelson–Siegel Term Structure Model and Interest Rate Forecasts.
- Published in:
- Journal of Financial Econometrics, 2013, v. 11, n. 3, p. 522, doi. 10.1093/jjfinec/nbs021
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- Publication type:
- Article
3
GARCH Option Pricing Models, the CBOE VIX, and Variance Risk Premium.
- Published in:
- Journal of Financial Econometrics, 2013, v. 11, n. 3, p. 556, doi. 10.1093/jjfinec/nbs026
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- Publication type:
- Article
4
Broker-Dealer Risk Appetite and Commodity Returns.
- Published in:
- Journal of Financial Econometrics, 2013, v. 11, n. 3, p. 486, doi. 10.1093/jjfinec/nbs024
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- Publication type:
- Article