Modelling the credit risk for portfolios of consumer loans: Analogies with corporate loan models
Mathematics and Computers in Simulation
Mathematics and Computers in Simulation
Mathematics and Computers in Simulation
A generalized Dynamic Conditional Correlation model for portfolio risk evaluation
Mathematics and Computers in Simulation
Bayesian analysis of stochastic volatility models with mixture-of-normal distributions
Mathematics and Computers in Simulation
Testing for jumps in the stochastic volatility models
Mathematics and Computers in Simulation
Optimal dynamic hedging via copula-threshold-GARCH models
Mathematics and Computers in Simulation
Intra-daily information of range-based volatility for MEM-GARCH
Mathematics and Computers in Simulation
Mathematics and Computers in Simulation
The impact of structural breaks on the integration of the ASEAN-5 stock markets
Mathematics and Computers in Simulation
Original article: Further properties of random orthogonal matrix simulation
Mathematics and Computers in Simulation
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