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~person:"Langlois, Hugues"
~subject:"Default risk"
~subject:"Korrelation"
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Langlois, Hugues
Christoffersen, Peter F.
25
Bollerslev, Tim
9
Diebold, Francis X.
9
Jacobs, Kris
7
Andersen, Torben G.
5
Andersen, Torben
4
Chang, Bo Young
3
Errunza, Vihang R.
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Jin, Xisong
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Journal of financial and quantitative analysis : JFQA
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ECONIS (ZBW)
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Dynamic dependence and diversification in corporate credit
Christoffersen, Peter F.
;
Jacobs, Kris
;
Jin, Xisong
; …
- In:
Review of finance : journal of the European Finance …
22
(
2018
)
2
,
pp. 521-560
Persistent link: https://www.econbiz.de/10011990811
Saved in:
2
The joint dynamics of equity market factors
Christoffersen, Peter F.
;
Langlois, Hugues
- In:
Journal of financial and quantitative analysis : JFQA
48
(
2013
)
5
,
pp. 1371-1404
Persistent link: https://www.econbiz.de/10010343643
Saved in:
3
Is the potential for international diversification disappearing? : a dynamic copula approach
Christoffersen, Peter F.
;
Errunza, Vihang R.
;
Jacobs, Kris
- In:
The review of financial studies
25
(
2012
)
12
,
pp. 3611-3751
Persistent link: https://www.econbiz.de/10009714147
Saved in:
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