Printed from https://ideas.repec.org/j/C58-38.html
Research classified by Journal of Economic Literature (JEL) codes
Top JEL
/ C: Mathematical and Quantitative Methods
/ / C5: Econometric Modeling
/ / / C58: Financial Econometrics
- Michel Alexandre & Giovani A. S. Brito & Theo C. Martins, None, "Default contagion among credit modalities: evidence from Brazilian data," Journal of Credit Risk, Journal of Credit Risk.
- Mateusz Buczyński & Marcin Chlebus, None, "Old-fashioned parametric models are still the best: a comparison of value-at-risk approaches in several volatility states," Journal of Risk Model Validation, Journal of Risk Model Validation.
- Victor Olkhov, None, "The econophysics of asset prices, returns and multiple expectations," Journal of Network Theory in Finance, Journal of Network Theory in Finance.