search query: @indexterm financial models / total: 494
references: 1-10 / 494
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1.
Optimal exercise of executive stock options and implications for firm cost
Journal of Financial Economics
2010 : NOV, VOL. 98:2 p. 315-337
 2010 Carpenter, J.N.
Stanton, R.
Wallace, N.
2.
Average correlation and stock market returns
Journal of Financial Economics
2010 : JUN, VOL 96:3, p. 346-380
 2010 Pollet, J. M.
Wilson, M.
3.
How did financial reporting contribute to the financial crisis?
European Accounting Review
2010 : VOL.19:3, p. 399-423
 2010 Barth, M.E.
Landsman, W.R.
4.
The usefulness of inaccurate models: towards an understanding of the emergence of financial risk management
Accounting, Organizations and Society
2009 : JUL, VOL. 34:5 p. 638-653
 2009 Millo, Y.
MacKenzie, D.
5.
Non-linear dynamics in financial asset returns: the predictive power of the CBOE volatility index
European Journal of Finance
2008 : JUL-SEP, VOL. 14:5-6, p. 397-408
 2008 Bekiros S.D.,
Georgoutsos, D.A.
6.
Modelling multivariate moments in European stock markets
European Journal of Finance
2006 : APR, VOL. 12:3, p. 241-263
 2006 Mauleón, I.
7.
Dynamic risk management: theory and evidence
Journal of Financial Economics
2005 : OCT, VOL. 78:1, p. 3-47
 2005 Fehle, F.
Tsyplakov, S.
8.
Explaining financial difficulties based on previous payment behavior, management background variables and financial ratios
European Accounting Review
2005 : VOL. 14:4, p. 839-868
 2005 Back, P.
9.
Corridor variance swaps
Risk
2004 : FEB, VOL. 17:2, p. 67-72
 2004 Carr, P.
Lewis, K.
10.
The score for credit
Risk
2004 : FEB, VOL. 17:2, p. 54-58
 2004 Sobehart, J.
Keenan, S.
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