search query: @indexterm financial models / total: 494
references: 16-25 / 494
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16.
Practical relative-value volatility trading
Risk
2004 : MAY, VOL. 17:5, p. 91-96
 2004 Blyth, S.
17.
Smile dynamics
Risk
2004 : SEP, VOL. 17:9, p. 117-123
 2004 Bergomi, L.
18.
Nonlinear modelling of the Finnish banking and finance branch index
European Journal of Finance
2004 : AUG, VOL. 10:4, p. 277-289
 2004 Östermark, R. (et al.)
19.
Competition between network carriers and low-cost carriers - retreat battle or breakthrough to a new level of efficiency?
Journal of Air Transport Management
2004 : JAN, VOL. 10:1, p. 15-21
 2004 Franke, M.
20.
Information criteria for GARCH model selection
European Journal of Finance
2003 : DEC, VOL. 9:6, p. 557-580
 2003 Brooks, C.
Burke, S. P.
21.
Asset pricing dynamics
European Journal of Finance
2003 : DEC, VOL. 9:6, p. 533-556
 2003 Markellos, R. N.
Mills, T. C.
22.
Value at risk calculation through ARCH factor methodology: Proposal and comparative analysis
European Journal of Operational Research
2003 : NOV, VOL. 150:3, p. 516-528
 2003 Cabedo Semper, J.D.
Moya Clemente, I.
23.
Editorial: Financial modelling and extreme events
European Journal of Operational Research
2003 : NOV, VOL. 150:3, p. 463-465
 2003 Rai, A.
Wijst, N. van der
24.
Managerial compensation and the market reaction to bank loans
Review of Financial Studies
2003 : SPRING, VOL. 16:1, p. 237-261
 2003 Almazan, A.
Suarez, J.
25.
Return distributions and improved tests of asset pricing models
Review of Financial Studies
2003 : FALL, VOL. 16:3, p. 845-874
 2003 Vorkink, K.
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