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~accessRights:"restricted"
~person:"Fabozzi, Frank J."
~person:"Narayan, Paresh Kumar"
~person:"Zhang, Lu"
~person:"Zhong, Angel"
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ECONIS (ZBW)
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81
Index-exciting CAViaR : a new empirical time-varying risk model
Huang, Dashan
;
Yu, Baimin
;
Lu, Zu-di
;
Fabozzi, Frank J.
; …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
14
(
2010
)
2
,
pp. 1-24
Persistent link: https://www.econbiz.de/10009514126
Saved in:
82
Equilibrium cross-section of returns
Gomes Neto, João Batista F.
-
2002
Persistent link: https://www.econbiz.de/10013424064
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