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USA
Theorie
43
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43
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16
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15
Kreditrisiko
15
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13
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13
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maximum likelihood
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English
12
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Duan, Jin-Chuan
12
Sealey, C. W.
3
Fulop, Andras
2
Moreau, Arthur F.
2
Wei, Jason
2
Ritchken, Peter H.
1
Simonato, Jean-Guy
1
Sun, Zhiqiang
1
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1
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Journal of banking & finance
3
Advances in investment analysis and portfolio management : a research annual
1
Applied quantitative finance
1
Documents de recherche / ESSEC Centre de Recherche
1
Federal Reserve Bank of Cleveland working paper series
1
Journal of econometrics
1
Journal of empirical finance
1
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1
The journal of derivatives : the official publication of the International Association of Financial Engineers
1
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ECONIS (ZBW)
12
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1
A one-step test of the arbitrage pricing theory
Duan, Jin-Chuan
- In:
Advances in investment analysis and portfolio …
2
(
1994
),
pp. 71-96
Persistent link: https://www.econbiz.de/10001185489
Saved in:
2
Pricing foreign currency and cross-currency options under GARCH
Duan, Jin-Chuan
;
Wei, Jason
- In:
The journal of derivatives : the official publication …
7
(
1999
)
1
,
pp. 51-68
Persistent link: https://www.econbiz.de/10001432469
Saved in:
3
Deposit insurance and bank interest rate risk : pricing and regulatory implications
Duan, Jin-Chuan
- In:
Journal of banking & finance
19
(
1995
)
6
,
pp. 1091-1108
Persistent link: https://www.econbiz.de/10001187927
Saved in:
4
Fixed-rate deposit insurance and risk shifting behavior at commercial banks
Duan, Jin-Chuan
- In:
Journal of banking & finance
16
(
1992
)
4
,
pp. 715-742
Persistent link: https://www.econbiz.de/10001126195
Saved in:
5
Determinants of banks' deposit insurance liabilities : exogenous versus managerial influences
Duan, Jin-Chuan
- In:
Research in finance
15
(
1997
),
pp. 255-274
Persistent link: https://www.econbiz.de/10001226616
Saved in:
6
Maximum likelihood estimation of deposit insurance value with interest rate risk
Duan, Jin-Chuan
;
Simonato, Jean-Guy
- In:
Journal of empirical finance
9
(
2002
)
1
,
pp. 109-132
Persistent link: https://www.econbiz.de/10001655796
Saved in:
7
Fair insurance guaranty premia in the presence of risk-based capital regulations, stochastic interest rate and catastrophe risk
Duan, Jin-Chuan
;
Yu, Min-Teh
- In:
Journal of banking & finance
29
(
2005
)
10
,
pp. 2435-2454
Persistent link: https://www.econbiz.de/10003071010
Saved in:
8
Jump starting GARCH : pricing and hedging options with jumps in returns and volatilities
Duan, Jin-Chuan
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003419274
Saved in:
9
Estimating the structural credit risk model when equity prices are contaminated by trading noises
Duan, Jin-Chuan
;
Fulop, Andras
-
2006
Persistent link: https://www.econbiz.de/10003440095
Saved in:
10
Estimating the structural credit risk model when equity prices are contaminated by trading noises
Duan, Jin-Chuan
;
Fulop, Andras
- In:
Journal of econometrics
150
(
2009
)
2
,
pp. 288-296
Persistent link: https://www.econbiz.de/10003858905
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