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MULTI-FACTOR APPROACH FOR PRIC...
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Stochastic process
Credit risk
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Kao, Lie-Jane
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Lee, Cheng F.
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Wu, Po-Cheng
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Handbook of investment analysis, portfolio management, and financial derivatives ; Volume 1
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Handbook of investment analysis, portfolio management, and financial derivatives ; Volume 2
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ECONIS (ZBW)
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An assessment of copula functions approach in conjunction with factor model in portfolio credit risk management
Kao, Lie-Jane
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Wu, Po-Cheng
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Lee, Cheng F.
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2024
Persistent link: https://www.econbiz.de/10015045615
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Time-changed GARCH versus GARJI model for extreme events : an empirical study
Kao, Lie-Jane
;
Wu, Po-Cheng
;
Lee, Cheng F.
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2024
Persistent link: https://www.econbiz.de/10015046799
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