Pages that link to "Item:Q473225"
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The following pages link to Mutual excitation in Eurozone sovereign CDS (Q473225):
Displayed 16 items.
- Spillover dynamics for systemic risk measurement using spatial financial time series models (Q337776) (← links)
- Clustered Lévy processes and their financial applications (Q515759) (← links)
- Testing for mutually exciting jumps and financial flights in high frequency data (Q1680187) (← links)
- Filtered likelihood for point processes (Q1745614) (← links)
- Testing for jumps and jump intensity path dependence (Q1753059) (← links)
- A switching self-exciting jump diffusion process for stock prices (Q2000696) (← links)
- Modeling financial intraday jump tail contagion with high frequency data using mutually exciting Hawkes process (Q2188020) (← links)
- Precise deviations for Hawkes processes (Q2214245) (← links)
- Robust equilibrium excess-of-loss reinsurance and CDS investment strategies for a mean-variance insurer with ambiguity aversion (Q2273986) (← links)
- Contagion modeling between the financial and insurance markets with time changed processes (Q2397853) (← links)
- A GENERALIZED CONTAGION PROCESS WITH AN APPLICATION TO CREDIT RISK (Q2970318) (← links)
- A model for interest rates with clustering effects (Q4554210) (← links)
- Constant proportion portfolio insurance strategies in contagious markets (Q4554427) (← links)
- Nonparametric estimation of jump characteristics under market microstructure noise (Q4976548) (← links)
- Efficient simulation of Lévy-driven point processes (Q5203972) (← links)
- Sovereign risk zones in Europe during and after the debt crisis (Q5234326) (← links)