Investor fears and risk premia for rare events
Year of publication: |
2014
|
---|---|
Authors: | Schwarz, Claudia |
Institutions: | Deutsche Bundesbank |
Subject: | crisis indicator | extreme value theory | implied moments |
-
Investor fears and risk premia for rare events
Schwarz, Claudia, (2014)
-
Investor fears and risk premia for rare events
Schwarz, Claudia, (2014)
-
Bollerslev, Tim, (2009)
- More ...
-
Estimation of linear dynamic panel data models with time-invariant regressors
Kripfganz, Sebastian, (2013)
-
Estimation of linear dynamic panel data models with time-invariant regressors
Kripfganz, Sebastian, (2013)
-
Estimation of Linear Dynamic Panel Data Models with Time-Invariant Regressors
Kripfganz, Sebastian, (2013)
- More ...