A Simple Econometric Approach for Modeling Stress Event Intensities

Autor:	Harald Scheule, Rainer Jobst, Martin Schmelzle, Daniel Rösch
Rok vydání:	2014
Předmět:	Economics and Econometrics Event (computing) Accounting Financial market Econometrics Economics Credit derivative Commonwealth General Business Management and Accounting Finance International finance
Zdroj:	Journal of Futures Markets. 35:300-320
ISSN:	0270-7314
Popis:	The authors would like to thank the editor Bob Webb, and the participants of the 2014 Deakin University Conference on the Performance of Financial Markets and Credit Derivatives for helpful and valuable comments. The support by the Centre for International Finance and Regulation (CIFR, project number E001) is gratefully acknowledged. CIFR is funded by the Commonwealth and NSW Governments and supported by other Consortium members (see www.cifr.edu.au).
Databáze:	OpenAIRE
Externí odkaz:	https://explore.openaire.eu/search/publication?articleId=doi_________::8ae1f35ba5826348e05d5c7624eb8b2c https://doi.org/10.1002/fut.21695 Zobrazit plný text záznamu Plný text