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Hits 61-70 within 169 documents
Asset Allocation Using Flexible Dynamic Correlation Models with Regime Switching [journal article]
Source: Quantitative Finance, 10 (2010) 3. p.325-338
Arbitrage-free smoothing of the implied volatility surface [journal article]
Source: Quantitative Finance, 9 (2009) 4. p.417-428
On the feasibility of portfolio optimization under expected shortfall [journal article]
Source: Quantitative Finance, 7 (2007) 4. p.389-396
Semiparametric estimation of binary response models with endogenous regressors [journal article]
Source: Journal of Econometrics, 153 (2009) 1. p.51-64
R&D, Innovation and Output: Evidence from OECD and Non-OECD Countries [journal article]
Source: Applied Economics, 39 (2008) 3. p.291-307
Modelling bonds and credit default swaps using a structural model with contagion [journal article]
Source: Quantitative Finance, 8 (2008) 7. p.669-680
Panel cointegration tests of the sustainability hypothesis in rich OECD countries [journal article]
Source: Applied Economics, 42 (2010) 11. p.1355-1364
Excess heterogeneity, endogeneity and index restrictions [journal article]
Source: Journal of Econometrics, 152 (2009) 1. p.37-45
Adaptive estimation of the dynamics of a discrete time stochastic volatility model [journal article]
Source: Journal of Econometrics, 154 (2009) 1. p.59-73
Size and scope of the underground economy in Germany [journal article]
Source: Applied Economics, 38 (2006) 14. p.1707-1713