| Title | Other author(s) | |
|---|---|---|
Expectations of functions of stochastic time with application to credit risk modelingBoard of Governors of the Federal Reserve System FEDS series [View] (Paper: 2013-14, 26.03.2013) |
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The Information Content of High-Frequency Data for Estimating Equity Return Models and Forecasting RiskBoard of Governors of the Federal Reserve System FEDS series [View] (Paper: 2010-45, 08.09.2010) |
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Bayesian Analysis of Stochastic Volatility Models with Levy Jumps: Application to Risk AnalysisBoard of Governors of the Federal Reserve System FEDS series [View] (Paper: 2009-40, 15.10.2009) |
