Similar Items: Jump detection tests in financial time series ? a deep learning approach
- Identifying jumps in financial time series: a comparative study of jump detection tests
- Implementing short-rate models with jumps at deterministic times
- Level-dependent volatility in jumping short-rate models
- Supervisory Risk Assessment in a Basel Environment:The Stress Testing of Banks in Botswana
- Measuring and characterising the functional business financial literacy of entrepreneurs: a framework and survey instrument
- Fair value accounting in South African banks : financial stability implications