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McNeil, Alexander J.
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Feng, Yuanhua
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Wendin, Jonathan P.
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Economic modelling
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Journal of empirical finance
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Modelling of scale change, periodicity and conditional heteroskedasticity in return volatility
Feng, Yuanhua
;
McNeil, Alexander J.
- In:
Economic modelling
25
(
2008
)
5
,
pp. 850-867
Persistent link: https://www.econbiz.de/10003800096
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2
Bayesian inference for generalized linear mixed models of portfolio credit risk
McNeil, Alexander J.
;
Wendin, Jonathan P.
- In:
Journal of empirical finance
14
(
2007
)
2
,
pp. 131-149
Persistent link: https://www.econbiz.de/10003499623
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