461 |
|
Bank capital regulation as an incentive mechanism: Implications for portfolio choice
|
Milne, A.
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ELSEVIER
|
2002
|
|
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462 |
|
Can insurers pay for the "big one"? Measuring the capacity of the insurance market to respond to catastrophic losses
|
Cummins, J. D.; Doherty, N.; Lo, A.
|
ELSEVIER
|
2002
|
|
|
463 |
|
Modeling the volatility of the Heath-Jarrow-Morton model: a multifactor GARCH analysis
|
Zhou, A.
|
ELSEVIER
|
2002
|
|
|
464 |
|
Testing constancy of correlation and other specifications of the BGARCH model with an application to international equity returns
|
Bera, A. K.; Kim, S.
|
ELSEVIER
|
2002
|
|
|
465 |
|
Estimation and empirical performance of Heston's stochastic volatility model: the case of a thinly traded market
|
Fiorentini, G.; Leon, A.; Rubio, G.
|
ELSEVIER
|
2002
|
|
|
466 |
|
Maximum likelihood estimation of deposit insurance value with interest rate risk
|
Duan, J. C.; Simonato, J. G.
|
ELSEVIER
|
2002
|
|
|
467 |
|
The role of software patents in sustaining IT-enabled competitive advantage: a call for research
|
Mykytyn, K.; Mykytyn, P. P.; Bordoloi, B.; McKinney, V.; Bandyopadhyay, K.
|
ELSEVIER
|
2002
|
|
|
468 |
|
Stock selection, style rotation, and risk
|
Lucas, A.; van Dijk, R.; Kloek, T.
|
ELSEVIER
|
2002
|
|
|
469 |
|
On testing the adequacy of stable processes under conditional heteroscedasticity
|
Deo, R. S.
|
ELSEVIER
|
2002
|
|
|
470 |
|
Higher order approximations for Wald statistics in time series regressions with integrated processes
|
Xiao, Z.; Phillips, P. C.
|
ELSEVIER
|
2002
|
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