DEA-Risk Efficiency and Stochastic Dominance Efficiency of Stock Indices
Authors: Branda, Martin; Kopa, Miloš
Pages: 106-124

Dynamic Multi-Factor Credit Risk Model with Fat-Tailed Factors
Authors: Gapko, Petr; Šmíd, Martin
Pages: 125-140

International Equity Portfolio Risk Modeling: The Case of the NIG Model and Ordinary Copula Functions
Authors: Kresta, Aleš; Tichý, Tomáš
Pages: 141-161

Market Application of the Fuzzy-Stochastic Approach in the Heston Option Pricing Model
Authors: Figa-Talamanca, Gianna; Guerra, Maria Letizia; Stefanini, Luciano
Pages: 162-179

Independent Spike Models: Estimation and Validation
Authors: Lindström, Erik; Regland, Fredric
Pages: 180-196