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Identification of corporate distress in UK industrials : a conditional probability analysis approach
Lin, Lin; Piesse, Jenifer - In: Applied financial economics 14 (2004) 2, pp. 73-82
Persistent link: https://www.econbiz.de/10001909655
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A full jump switching level GARCH model for short-term interest rate
Sheu, Her-Jiun; Lee, Hsiang-Tai - In: Applied financial economics 22 (2012) 6, pp. 479-490
Persistent link: https://www.econbiz.de/10009818910
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On the importance of asymmetries for dynamic hedging during the subprime crisis
Lai, Yu-Sheng; Sheu, Her-Jiun - In: Applied financial economics 21 (2011) 11, pp. 801-814
Persistent link: https://www.econbiz.de/10009029202
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On the importance of asymmetries for dynamic hedging during the subprime crisis
Lai, Yu-sheng; Sheu, Her-jiun - In: Applied financial economics 21 (2011) 10/12, pp. 801-813
Persistent link: https://www.econbiz.de/10009231586
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A full jump switching level GARCH model for short-term interest rate
Sheu, Her-jiun; Lee, Hsiang-tai - In: Applied financial economics 22 (2012) 4/6, pp. 479-489
Persistent link: https://www.econbiz.de/10009581297
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Identification of corporate distress in UK industrials: a conditional probability analysis approach
Lin, L.; Piesse, J. - In: Applied financial economics 14 (2004) 2, pp. 73-82
Persistent link: https://www.econbiz.de/10007651661