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result(s) -
Result(s) 261 to
270 |
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| 261. | Risk Aversion and Skewness Preference
Publishing author: POST Thierry
Co-author(s): VAN VLIET Pim
Working paper (2003 - Erasmus Research Institute of Management ) - English
Online since 2003.02.10 at 14:56:58 -
197 download(s) - 1
rating(s)
- Average rating (/5): 5
Abstract | Download (.pdf - 129 KB) - Zip version (110 KB) |
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| 262. | IGARCH models and structural breaks
Publishing author: CAPORALE Guglielmo Maria
Co-author(s): PITTIS Nikitas / SPAGNOLO Nicola
Working paper (2002) - English
Online since 2003.02.06 at 11:14:02 -
106 download(s) - 2
rating(s)
- Average rating (/5): 3
Abstract | Download (.pdf - 203 KB) - Zip version (188 KB) |
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| 263. | Long range dependence in daily stock returns
Publishing author: CAPORALE Guglielmo Maria
Co-author(s): GIL-ALANA Luis Alberiko
Working paper (2002) - English
Online since 2003.02.06 at 10:23:45 -
151 download(s) - 2
rating(s)
- Average rating (/5): 3
Abstract | Download (.pdf - 107 KB) - Zip version (85 KB) |
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| 264. | Volatility transmission and financial crises
Publishing author: CAPORALE Guglielmo Maria
Co-author(s): PITTIS Nikitas/ SPAGNOLO Nicola
Working paper (2002) - English
Online since 2003.02.05 at 09:16:51 -
179 download(s) - 0
rating(s)
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Abstract | Download (.pdf - 325 KB) - Zip version (303 KB) |
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| 265. | An extension of the Jarrow-Lando-Turnbull model to random recovery rate
Publishing author: MILLOSSOVICH Pietro
Co-author(s):
Working paper (2002 - Dipartimento di Matematica Applicata, Università di Trieste) - English
Online since 2003.02.04 at 16:02:22 -
73 download(s) - 0
rating(s)
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Abstract | Download (.pdf - 239 KB) - Zip version (210 KB) |
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| 266. | Explicit bond option and swaption formula in Heath-Jarrow-Morton one factor model
Publishing author: HENRARD Marc
Co-author(s):
Working paper (2002) - English
Online since 2003.01.28 at 11:42:58 -
306 download(s) - 1
rating(s)
- Average rating (/5): 3
Abstract | Download (.pdf - 259 KB) - Zip version (181 KB) |
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| 267. | Credit Risk Contributions to Value-at-Risk and Expected Shortfall
Publishing author: TASCHE Dirk
Co-author(s): KURTH Alexandre
Working paper (2002) - English
Online since 2003.01.27 at 19:25:39 -
372 download(s) - 5
rating(s)
- Average rating (/5): 3
Abstract | Download (.pdf - 245 KB) - Zip version (197 KB) |
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| 268. | Comparisons of cashflow maps for value-at-risk
Publishing author: HENRARD Marc
Co-author(s):
Working paper (2000) - English
Online since 2003.01.27 at 08:27:53 -
286 download(s) - 1
rating(s)
- Average rating (/5): 5
Abstract | Download (.pdf - 250 KB) - Zip version (173 KB) |
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| 269. | Currency basket as asset or base currency in value-at-risk computation
Publishing author: HENRARD Marc
Co-author(s):
Working paper (2002) - English
Online since 2003.01.23 at 12:19:24 -
99 download(s) - 1
rating(s)
- Average rating (/5): 4
Abstract | Download (.pdf - 167 KB) - Zip version (113 KB) |
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| 270. | Sharpe Thinking with Asymmetrical Preferences
Publishing author: TIBILETTI Luisa
Co-author(s): FARINELLI Simone
Working paper (2002) - English
Online since 2003.01.22 at 10:51:01 -
147 download(s) - 0
rating(s)
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Abstract | Download (.pdf - 248 KB) - Zip version (218 KB) |
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