![](/images/ico/ico_close.png)
![](/images/ico/ico5.png)
Author: Nakajima Jouchi West Mike
Publisher: Oxford University Press
ISSN: 1479-8417
Source: Journal of Financial Econometrics, Vol.11, Iss.1, 2012-12, pp. : 116-153
Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.
Abstract
Related content
![](/images/ico/ico_close.png)
![](/images/ico/ico5.png)
![](/images/ico/ico_close.png)
![](/images/ico/ico5.png)
Bayesian Premium Rating with Latent Structure
By Dimakos X. K. Frigessi Di Rattalma A.
Scandinavian Actuarial Journal, Vol. 2002, Iss. 3, 2002-07 ,pp. :
![](/images/ico/ico_close.png)
![](/images/ico/ico5.png)
Modeling Market Downside Volatility
By Feunou Bruno Jahan-Parvar Mohammad R. Tdongap Romo
Review of Finance, Vol. 17, Iss. 1, 2013-01 ,pp. :
![](/images/ico/ico_close.png)
![](/images/ico/ico5.png)
![](/images/ico/ico_close.png)
![](/images/ico/ico5.png)
Contagion determination via copula and volatility threshold models
By Arakelian Veni Dellaportas Petros
Quantitative Finance, Vol. 12, Iss. 2, 2012-02 ,pp. :