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Modeling price dynamics and risk forecasting in Tehran stock exchange : conditional variance heteroscedasticity hidden Markov models
Nilchi, Moslem, (2023)
Analysis of stock markets risk spillover with copula models under the background of Chinese financial opening
Du, Jiangze, (2023)
Should stock market return forecasts be conditioned on politics?
Powell, John Gregory, (2015)
Estimating portfolio credit losses in downturns
Moreira, Fernando, (2015)
Risk-taking in banks : does skin-in-the-game really matter?
Moreira, Fernando, (2024)
Inaccurate dependence measures in credit models for non-normal variables
Moreira, Fernando, (2011)