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person:"Gonçalves, Sílvia"
~person:"Carnero, M. Angeles"
~person:"Rombouts, Jeroen V. K."
~person:"Saikkonen, Pentti"
~subject:"Index futures"
~subject:"TGARCH"
~type_genre:"Article in journal"
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Index futures
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Gonçalves, Sílvia
Carnero, M. Angeles
Rombouts, Jeroen V. K.
Saikkonen, Pentti
Pérez, Ana
2
Cipollini, Andrea
1
Diamandis, Panayotis F.
1
Drakos, Anastassios A.
1
Krištoufek, Ladislav
1
Lo Cascio, Iolanda
1
Mahalwala, Rachna
1
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Energy economics
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International journal of forecasting
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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ECONIS (ZBW)
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1
Outliers and misleading leverage effect in asymmetric GARCH-type models
Carnero, M. Angeles
;
Pérez, Ana
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
25
(
2021
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10012437834
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2
Leverage effect in energy futures revisited
Carnero, M. Angeles
;
Pérez, Ana
- In:
Energy economics
82
(
2019
),
pp. 237-252
Persistent link: https://www.econbiz.de/10012173930
Saved in:
3
Option pricing with asymmetric heteroskedastic normal mixture models
Rombouts, Jeroen V. K.
;
Stentoft, Lars
- In:
International journal of forecasting
31
(
2015
)
3
,
pp. 635-650
Persistent link: https://www.econbiz.de/10011474435
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