Original research Relaxing the assumption of conditional independence in an asymptotic single risk factor model 02 Dec 2024
Original research Unveiling multiscale dynamics: exploring financial risk spillover and influencing factors among Chinese financial institutions 01 Oct 2024
Original research Cumulative accuracy profile curves for correlating collateralized debt obligations to systematic factors 30 Sep 2024
Original research Converting a covariance matrix from local currencies to a common currency 30 Sep 2024