CORE
🇺🇦
make metadata, not war
Services
Services overview
Explore all CORE services
Access to raw data
API
Dataset
FastSync
Content discovery
Recommender
Discovery
OAI identifiers
OAI Resolver
Managing content
Dashboard
Bespoke contracts
Consultancy services
Support us
Support us
Membership
Sponsorship
Community governance
Advisory Board
Board of supporters
Research network
About
About us
Our mission
Team
Blog
FAQs
Contact us
Filters
3 research outputs found
State-Dependent Dependencies: A Continuous-Time Dynamics for Correlations
Author
A Ang
A Ang
+30 more
A Buraschi
As Hurn
B Eichengreen
B H Boyer
C Gourieroux
Christoph Becker
D G Hobson
F Longin
F Longin
H Markowitz
K J Forbes
L Cappiello
L You
M Arriojas
M Escobar
M Pericoli
N El Karoui
Nobuyuki Ikeda
O E Barndorff-Nielsen
R A J Campbell
U K�chler
Uwe K�chler
Uwe K�chler
V J Yohai
Valentin Todorov
W N Venables
Wolfgang M. Schmidt
X Mao
Y Kazmerchuk
Z Ding
Publication venue
'Elsevier BV'
Publication date
01/01/2010
Field of study
No full text
Crossref
Dampened Power Law: Reconciling the Tail Behavior of Financial Security Returns
Author
Aleksander Janicki
Amir Barnea
+44 more
Bruce D Fielitz
David Backus
David Bates
David S Bates
Dilip B Madan
Dilip Madan
Dilip Madan
Ernst Eberlein
Eugene F Fama
Fisher Black
Fisher Black
Gennady Samorodnitsky
Hans U Gerber
Hsu
Jan Kallsen
Jean Bertoin
Jean Jacod
Jens Jackwerth
Jingzhi Huang
John Teichmoeller
Joyce A Hall
Kallsen
Laurent Calvet
Liuren Wu
Mandelbrot
Menachem Brenner
Peter Carr
Peter Carr
Peter Carr
Peter Carr
Peter Carr
R N Mantegna
R R Officier
Robert C Merton
Robert F Engle
Robert Haggeman
S Boyarchenko
Silverio Foresi
Steven G Kou
Terence Chan
Uwe K�chler
Vladimir M Zolotarev
Yacine A�?ta�?t-Sahalia
Yoshio Miyahara
Publication venue
'Elsevier BV'
Publication date
01/01/2004
Field of study
No full text
Crossref
Credit Portfolio Risk and PD Confidence Sets through the Business Cycle
Author
A Bangia
A Benzin
+53 more
A Dartsch
A Hamerle
A Year Aaa Aa
B Belkin
B Belkin
B Efron
B Singer
C Bluhm
Creditportfolioview
D Duffie
D Lando
D Lando
D Lando
D Rule
D R�sch
E Altman
E Altman
F Alessandrini
J Christensen
J Geweke
J Helwege
J Kim
J Noris
J S Fons
J Z Wei
Jerome S Fons
L Carty
L Carty
L Carty
L Overbeck
M Carey
M Ean
M Ean
M Ean
M Ean
P Nickell
R A Jarrow
R B Israel
R Merton
R Whaley
S Tr�ck
S Tr�ck
S Tr�ck
Stefan Trueck
Svetlozar Rachev
T C Wilson
T C Wilson
T Schuermann
T Wilde
U K�chler
Uwe Wehrspohn
Y Hu
Y Jafry
Publication venue
'Elsevier BV'
Publication date
01/01/2005
Field of study
No full text
Crossref