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isPartOf:"MPRA Paper"
~isPartOf:"CESifo working papers"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~person:"Allen, David E."
~subject:"ARCH-Modell"
~subject:"Schätzung"
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Allen, David E.
Caporale, Guglielmo Maria
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Efficient modelling and forecasting with range based volatility models and its application
Kok Haur Ng
;
Peiris, Shelton
;
Chan, Jennifer So-kuen
; …
- In:
The North American journal of economics and finance : a …
42
(
2017
),
pp. 448-460
Persistent link: https://www.econbiz.de/10011938162
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EVT and tail-risk modelling : evidence from market indices and volatility series
Allen, David E.
;
Singh, Abhay Kumar
;
Powell, Robert
- In:
The North American journal of economics and finance : a …
26
(
2013
),
pp. 355-369
Persistent link: https://www.econbiz.de/10010367580
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