CJEF :: Volume 62, Issue 2

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Volume 62, Issue 2

Table of contents

	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: Figà-Talamanca, Gianna; Guerra, Maria Letizia; Stefanini, Luciano Pages: 162-179
	Independent Spike Models: Estimation and Validation Authors: Lindström, Erik; Regland, Fredric Pages: 180-196