J. Baixauli

发表

Analysis of the conditional stock-return distribution under incomplete specification

S. Álvarez, J. Baixauli, 2004 .

ABNORMAL PERFORMANCE IN SMALL PORTFOLIOS WITH EVENT-INDUCED VOLATILITY: THE CASE OF STOCK SPLITS

J. S. Baixauli, J. Baixauli, 2007 .

Evaluating effects of excess kurtosis on VaR estimates: Evidence for international stock indices

S. Álvarez, J. Baixauli, 2006 .

Hypothesis of Normality in the Context of the Market Model

S. Álvarez, J. Baixauli, 2001 .

Toeholds and takeover probability: implications for investment strategies

J. S. Baixauli, Matilde O. Fernandez, J. Baixauli, 2009 .

The bias of unhealthy SMEs in bankruptcy prediction models

J. Baixauli, Antonina Módica-Milo, 2010 .

Combining structural models and accounting‐based models for measuring credit risk in real estate companies

J. Samuel Baixauli, Susana Alvarez, Antonina Módica, 2012 .

On the accuracy of loss-given-default prediction intervals

J. Samuel Baixauli, Susana Alvarez, J. S. Baixauli, 2009 .

Using finite mixtures of beta distributions for improving accuracy of LGD prediction intervals

J. Samuel Baixauli, Susana Alvarez, S. Álvarez, 2007 .

Implied Severity Density Estimation: An Extended Semiparametric Method to Compute Credit Value at Risk

J. S. Baixauli, S. Álvarez, J. Baixauli, 2011, Computational Economics.

Implied severity density estimation: An extended semiparametric approach to compute credit value at risk

S. Alvarez, J. S. Baixauli, S. Álvarez, 2010 .

The Role of Market-Implied Severity Modeling for Credit VaR

S. Alvarez, J. S. Baixauli, S. Álvarez, 2010 .

Motives for partial acquisitions between firms in the spanish stock market

J. S. Baixauli, Matilde O. Fernandez, J. Baixauli, 2003 .