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Recovery with Applications to Forecasting Equity Disaster Probability and Testing the Spanning Hypothesis in the Treasury Market
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- Journal:
- Journal of Financial and Quantitative Analysis / Volume 58 / Issue 4 / June 2023
- Published online by Cambridge University Press:
- 18 July 2022, pp. 1808-1842
- Print publication:
- June 2023
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New Entropy Restrictions and the Quest for Better-Specified Asset-Pricing Models
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- Journal:
- Journal of Financial and Quantitative Analysis / Volume 54 / Issue 6 / December 2019
- Published online by Cambridge University Press:
- 15 November 2018, pp. 2517-2541
- Print publication:
- December 2019
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Heterogeneity in Beliefs and Volatility Tail Behavior
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- Journal:
- Journal of Financial and Quantitative Analysis / Volume 50 / Issue 6 / December 2015
- Published online by Cambridge University Press:
- 24 February 2016, pp. 1389-1414
- Print publication:
- December 2015
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Average Rate Claims with Emphasis on Catastrophe Loss Options
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- Journal:
- Journal of Financial and Quantitative Analysis / Volume 37 / Issue 1 / March 2002
- Published online by Cambridge University Press:
- 06 April 2009, pp. 93-115
- Print publication:
- March 2002
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