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37. Hawkes-diffusion process and the conditional probability of defaults in the Eurozone. (2016). Park, Yuen Jung ; Kim, Jungmu ; Ryu, Doojin.
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43. The Moderating Role of Loan Monitoring on the Relationship between Macroeconomic Variables and Non-performing Loans in Association of Southeast Asian Nations Countries. (2016). Nayan, Sabri ; Idris, Ismail Tijjani.
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44. From quantum mechanics to finance: Microfoundations for jumps, spikes and high volatility phases in diffusion price processes. (2016). Henkel, Christof .
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46. Alpha-CIR Model with Branching Processes in Sovereign Interest Rate Modelling. (2016). Jiao, Ying ; Scotti, Simone ; Ma, Chunhua.
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47. Multivariate dynamic intensity peaks-over-threshold models. (2015). Herrera, Rodrigo ; Hautsch, Nikolaus.
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49. Cojumps in Chinas spot and stock index futures markets. (2015). Yue, Mengqi ; Zhao, Hua ; Wang, Hao.
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50. Correlations between oil and stock markets: A wavelet-based approach. (2015). Veiga, Helena ; Ramos, Sofia ; Martin-Barragan, Belen.
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