Ausgabe 2/2019
Inhalt (6 Artikel)
Research Article
The role of household debt and delinquency decisions in consumption-based asset pricing
Paulo Rogério Faustino Matos
Research Article
Implied liquidity risk premia in option markets
Florence Guillaume, Gero Junike, Peter Leoni, Wim Schoutens
Research Article
Change point dynamics for financial data: an indexed Markov chain approach
Guglielmo D’Amico, Ada Lika, Filippo Petroni
Research Article
A switching self-exciting jump diffusion process for stock prices
Donatien Hainaut, Franck Moraux