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Principles of Financial Engineering
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Principles of Financial Engineering (2015)Principles of Financial EngineeringProceedings of the 3rd Czech-China Scientific Conference 2017 (2017)Proceedings of the 3rd Czech-…Implications of Incomplete Markets for International Economies (2017)Implications of Incomplete Ma…Performance of Value at Risk models in the midst of the global financial crisis in selected CEE emerging capital markets (2015)Performance of Value at Risk …Forecasting the term structure of government bond yields in unstable environments (2015)Forecasting the term structur…Risk-Engineering, As an Element of Financial Engineering in the Market of Innovative Financial Products (2013)Risk-Engineering, As an Eleme…Smart engineering using PSV-S concepts (2012)Smart engineering using PSV-S…More Mathematical Finance (2012)More Mathematical Finance‘Out of the Shadows?’ Accounting for Special Purpose Entities in European Banking Systems (2012)‘Out of the Shadows?’ Account…Service Science, Management, Engineering, and Design (SSMED): Outline & References (2008)Service Science, Management, …The Use of Mortgage Covered Bonds (2007)The Use of Mortgage Covered B…Forecasting volatility (2006)Forecasting volatilityThe Nature of the Firm (1937)An Evolutionary Theory of Economic Change. (1983)Evolving to a New Dominant Logic for Marketing (2003)An Evolutionary Framework of Service Systems (2008)Competitiveness by design and inimitability through service: understanding the dynamics of firm-based competition in the West Midlands jewellery and lock industries (2009)Health care as a worldwide concern. Insights on the Italian and Indian health care systems and PPPs from a VSA perspective (2014)Social Innovation and New Industrial Contexts: Can Designers “Industrialize” Socially Responsible Solutions? (2007)The Origin of Wealth: Evolution, Complexity, and the Radical Remaking of Economics (2008)Generic PSV systems and their engine models (2012)The Pricing of Options and Corporate Liabilities (1973)Theory of Rational Option Pricing (1973)Theory of rational option pricing (2005)Generalized autoregressive conditional heteroskedasticity (1986)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)A long memory property of stock market returns and a new model (1993)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)How To Do Things With Words (1975)Economic Action and Social Structure: The Problem of Embeddedness (1985)High Quality Securitisation and EU Capital Markets Union Is it Possible? (2015)Handbook on the Geographies of Globalization (2018)Market-Based Finance, Debt and Systemic Risk: A Critique of the EU Capital Markets Union (2018)Valuation of intellectual property (2005)Implications of Security Market Data for Models of Dynamic Economies (1991)Dynamic Asset Pricing Theory. (1993)Value and Momentum Everywhere (2013)Entangled Risks in Incomplete FX Markets (2015)Volatility Risk Pass-Through (2021)Concealed carry (2024)Tests for Parameter Instability and Structural Change With Unknown Change Point (1993)Comparing Predictive Accuracy (1994)Comparing Predictive Accuracy (1995)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)A Comparison of Alternative Forecast Models of REIT Volatility (2009)The effects of Federal funds rate surprises on S&P 500 volatility and volatility risk premium (2012)Forecasting IT security vulnerabilities – An empirical analysis (2019)
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Cited by

  • 2006Forecasting volatility56 cited
  • 2017Implications of Incomplete Markets for International Economies31 cited
  • 2012‘Out of the Shadows?’ Accounting for Special Purpose Entities in European Banking Systems30 cited
  • 2008Service Science, Management, Engineering, and Design (SSMED): Outline & References28 cited
  • 2007The Use of Mortgage Covered Bonds20 cited
  • 2015Performance of Value at Risk models in the midst of the global financial crisis in selected CEE emerging capital markets17 cited
  • 2012More Mathematical Finance16 cited
  • 2015Forecasting the term structure of government bond yields in unstable environments15 cited
  • 2013Risk-Engineering, As an Element of Financial Engineering in the Market of Innovative Financial Products13 cited
  • 2012Smart engineering using PSV-S concepts5 cited
  • 2017Proceedings of the 3rd Czech-China Scientific Conference 20171 cited

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