Author:
Andreou Elena,Ghysels Eric
Subject
Applied Mathematics,Economics and Econometrics
Reference44 articles.
1. An empirical investigation of continuous-time models for equity returns;Andersen;Journal of Finance,2002
2. An improved heteroskedasticity and autocorrelation consistent covariance matrix estimator;Andrews;Econometrica,1992
3. Monitoring for disruptions in financial markets;Andreou;Journal of Econometrics,2006
4. Andreou, E., Bartram, S., Ghysels, E., 2006. Real-time monitoring of international bank insolvency risk. Working Paper
5. Ratings migration and the business cycle, with applications to credit portfolio stress testing;Bangia;Journal of Banking and Finance,2002
Cited by
9 articles.
订阅此论文施引文献
订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献