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~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~person:"Akdeniz, Levent"
~person:"Chen, Yu-Fu"
~person:"Fabozzi, Frank J."
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
The Frank J. Fabozzi series
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Handbook of financial markets : securities, options and futures
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The journal of fixed income
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Threshold effects of dismissal protection regulation and the emergence of temporary work agencies
Chen, Yu-Fu
;
Funke, Michael
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
13
(
2009
)
4
,
pp. 1-27
Persistent link: https://www.econbiz.de/10009514161
Saved in:
2
Time-varying betas help in asset pricing : the threshold CAPM
Akdeniz, Levent
(
contributor
); …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
6
(
2002
)
4
Persistent link: https://www.econbiz.de/10001790049
Saved in:
3
Index-exciting CAViaR : a new empirical time-varying risk model
Huang, Dashan
;
Yu, Baimin
;
Lu, Zu-di
;
Fabozzi, Frank J.
; …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
14
(
2010
)
2
,
pp. 1-24
Persistent link: https://www.econbiz.de/10009514126
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