Alexandros Benos

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
Extending the Merton model: A hybrid approach to assessing credit quality
Mathematical and Computer Modelling
2008-02-13Paper
The use of GARCH models in VaR estimation
Statistical Methodology
2005-08-05Paper


Research outcomes over time


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