Value at Risk under Jump GARCH Processes.
- Published in:
- Banking & Finance Review, 2010, v. 2, n. 1, p. 27
- By:
- Publication type:
- Article
Works matching IS 1947-7945 AND VI 2 AND IP 1 AND DT 2010
Results: 8
1
2
The Performance of Merger / Risk Arbitrage and Sweetened Offers in Hostile Takeovers.
- Published in:
- Banking & Finance Review, 2010, v. 2, n. 1, p. 1
- By:
- Publication type:
- Article
3
Some Pedagogical Pitfalls in the Definitions of Arbitrage, Hedging and Speculation.
- Published in:
- Banking & Finance Review, 2010, v. 2, n. 1, p. 87
- By:
- Publication type:
- Article
4
Currency Option Pricing and Realized Volatility.
- Published in:
- Banking & Finance Review, 2010, v. 2, n. 1, p. 73
- By:
- Publication type:
- Article
5
Corporate Governance Productivity Index in Banking Industry: Evidence from the European Banking Industry.
- Published in:
- Banking & Finance Review, 2010, v. 2, n. 1, p. 37
- By:
- Publication type:
- Article
6
Causal Relations among Different Sizes of Stock Returns, Interest Rates, Real Activity, and Inflation.
- Published in:
- Banking & Finance Review, 2010, v. 2, n. 1, p. 95
- By:
- Publication type:
- Article
7
Banks, Risk, and the Business Cycle: An Analysis Based on Real-Time Data.
- Published in:
- Banking & Finance Review, 2010, v. 2, n. 1, p. 57
- By:
- Publication type:
- Article
8
A Comparison of the Determinants of Stock Returns in the 1987 and 2008 Stock Market Meltdowns.
- Published in:
- Banking & Finance Review, 2010, v. 2, n. 1, p. 15
- By:
- Publication type:
- Article