文章名稱引用次數(shù)

• The impact of the cross-shareholding network on extreme price movements: evidence from China11
• Chaotic behavior in financial market volatility5
• Balance-sheet interest rate risk: a weighted L-p approach2
• Static and dynamic risk capital allocations with the Euler rule2
• The efficiency of the Anderson-Darling test with a limited sample size: an application to backtesting counterparty credit risk internal models2
• Valuing streams of risky cashflows with risk-value models2
• Range-based volatility forecasting: an extended conditional autoregressive range model2
• Monitoring transmission of systemic risk: application of partial least squares structural equation modeling in financial stress testing2
• Loss given default estimation: a two-stage model with classification tree-based boosting and support vector logistic regression2
• Asymmetry herding behavior of real estate investment trusts: evidence from information demand1