Pages that link to "Item:Q473225"
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The following pages link to Mutual excitation in Eurozone sovereign CDS (Q473225):
Displayed 26 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)
- Household lifetime strategies under a self-contagious market (Q2028777) (← links)
- Surrender contagion in life insurance (Q2103054) (← links)
- COVID-19 and credit risk: a long memory perspective (Q2138614) (← links)
- Affine arbitrage-free yield net models with application to the euro debt crisis (Q2155317) (← 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)
- Infinitely stochastic micro reserving (Q2234749) (← 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)
- Mean-Variance Portfolio Selection in Contagious Markets (Q5071496) (← links)
- Efficient simulation of Lévy-driven point processes (Q5203972) (← links)
- Sovereign risk zones in Europe during and after the debt crisis (Q5234326) (← links)
- Earthquake Risk Embedded in Property Prices: Evidence From Five Japanese Cities (Q5881064) (← links)
- Hawkes Processes Modeling, Inference, and Control: An Overview (Q6046286) (← links)
- Smooth transition simultaneous equation models (Q6106612) (← links)
- A revisit to sovereign risk contagion in eurozone with mutual exciting regime-switching model (Q6106630) (← links)