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Journal of banking & finance
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ECONIS (ZBW)
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1
Testing for cojumps in high-frequency financial data : an approach based on first-high-low-last prices
Liao, Yin
;
Anderson, Heather M.
- In:
Journal of banking & finance
99
(
2019
),
pp. 252-274
Persistent link: https://www.econbiz.de/10012162415
Saved in:
2
Detecting money market bubbles
Baldeaux, Jan
;
Ignatieva, Ekaterina
;
Platen, Eckhard
- In:
Journal of banking & finance
87
(
2018
),
pp. 369-379
Persistent link: https://www.econbiz.de/10011962562
Saved in:
3
Equity index variance : evidence from flexible parametric jump-diffusion models
Kaeck, Andreas
;
Rodrigues, Paulo Jorge Maurício
; …
- In:
Journal of banking & finance
83
(
2017
),
pp. 85-103
Persistent link: https://www.econbiz.de/10011816827
Saved in:
4
Systematic multi-period stress scenarios with an application to CCP risk management
Genaro, Alan de
- In:
Journal of banking & finance
67
(
2016
),
pp. 119-134
Persistent link: https://www.econbiz.de/10011634669
Saved in:
5
Jump and variance risk premia in the S&P 500
Neumann, Maximilian
;
Prokopczuk, Marcel
;
Wese Simen, Chardin
- In:
Journal of banking & finance
69
(
2016
),
pp. 72-83
Persistent link: https://www.econbiz.de/10011635040
Saved in:
6
Information stages in efficient markets
AitSahlia, Farid
;
Yoon, Joon-Hui
- In:
Journal of banking & finance
69
(
2016
),
pp. 84-94
Persistent link: https://www.econbiz.de/10011635045
Saved in:
7
Default prediction with dynamic sectoral and macroeconomic frailties
Chen, Peimin
;
Wu, Chunchi
- In:
Journal of banking & finance
40
(
2014
),
pp. 211-226
Persistent link: https://www.econbiz.de/10010402234
Saved in:
8
A new set of improved Value-at-Risk backtests
Ziggel, Daniel
;
Berens, Tobias
;
Weiß, Gregor
;
Wied, Dominik
- In:
Journal of banking & finance
48
(
2014
),
pp. 29-41
Persistent link: https://www.econbiz.de/10010506942
Saved in:
9
Estimating the distribution of total default losses on the Spanish financial system
García-Céspedes, Rubén
;
Moreno, Manuel
- In:
Journal of banking & finance
49
(
2014
),
pp. 242-261
Persistent link: https://www.econbiz.de/10010508036
Saved in:
10
Dynamic hedge fund portfolio construction : a semi-parametric approach
Harris, Richard D. F.
;
Mazibas, Murat
- In:
Journal of banking & finance
37
(
2013
)
1
,
pp. 139-149
Persistent link: https://www.econbiz.de/10009675549
Saved in:
11
Yes, one-day international cricket "in-play" trading strategies can be profitable!
Norton, Hugh
;
Gray, Steve
;
Faff, Robert W.
- In:
Journal of banking & finance
61
(
2015
)
2
,
pp. 164-176
Persistent link: https://www.econbiz.de/10011585544
Saved in:
12
An approximation method for analysis and valuation of credit correlation derivatives
Egami, Masahiko
;
Esteghamat, Kian
- In:
Journal of banking & finance
30
(
2006
)
2
,
pp. 341-364
Persistent link: https://www.econbiz.de/10003291266
Saved in:
13
Efficient fund of hedge funds construction under downside risk measures
Morton, David P.
;
Popova, Elmira
;
Popova, Ivilina
- In:
Journal of banking & finance
30
(
2006
)
2
,
pp. 503-518
Persistent link: https://www.econbiz.de/10003291310
Saved in:
14
Portfolio selection using hierarchical Bayesian analysis and MCMC methods
Greyserman, Alex
;
Jones, Douglas H.
;
Strawderman, William E.
- In:
Journal of banking & finance
30
(
2006
)
2
,
pp. 669-678
Persistent link: https://www.econbiz.de/10003291345
Saved in:
15
Pricing growth-indexed bonds
Chamon, Marcos
;
Mauro, Paolo
- In:
Journal of banking & finance
30
(
2006
)
12
,
pp. 3349-3366
Persistent link: https://www.econbiz.de/10003394447
Saved in:
16
Intertemporal asset allocation : a comparison of methods
Detemple, Jérôme B.
;
Garcia, René
;
Rindisbacher, Marcel
- In:
Journal of banking & finance
29
(
2005
)
11
,
pp. 2821-2848
Persistent link: https://www.econbiz.de/10003121055
Saved in:
17
A new approach to modeling the dynamics of implied distributions : theory and evidence from the S&P 500 options
Panigirtzoglou, Nikolaos
;
Skiadopoulos, George
- In:
Journal of banking & finance
28
(
2004
)
7
,
pp. 1499-1520
Persistent link: https://www.econbiz.de/10002100451
Saved in:
18
On the way to recovery : a nonparametric bias free estimation of recovery rate densities
Renault, Olivier
;
Scaillet, Olivier
- In:
Journal of banking & finance
28
(
2004
)
12
,
pp. 2915-2931
Persistent link: https://www.econbiz.de/10002410710
Saved in:
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