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A stochastic volatility model with conditional skewness
Feunou, Bruno, (2012)
Risikominimierung in Finanzmärkten unter Berücksichtigung von Transaktionskosten
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Classification of flash crashes using the Hawkes(p,q) framework
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Dark markets : asset pricing and information transmission in over-the-counter markets
Duffie, Darrell, (2012)
Measuring corporate default risk
Duffie, Darrell, (2011)
How big banks fail and what to do about it