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~accessRights:"restricted"
~person:"Sharma, Prateek"
~subject:"Forecasting model"
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Studies in economics and finance
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ECONIS (ZBW)
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Forecasting gains by using extreme value theory with realised GARCH filter
Paul, Samit
;
Sharma, Prateek
- In:
IIMB management review
33
(
2021
)
1
,
pp. 64-70
Persistent link: https://www.econbiz.de/10013205188
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2
Improved VaR forecasts using extreme value theory with the Realized GARCH model
Paul, Samit
;
Sharma, Prateek
- In:
Studies in economics and finance
34
(
2017
)
2
,
pp. 238-259
Persistent link: https://www.econbiz.de/10011822635
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3
Forecasting stock market volatility using Realized GARCH model : international evidence
Sharma, Prateek
;
Vipul
- In:
The quarterly review of economics and finance : journal …
59
(
2016
),
pp. 222-230
Persistent link: https://www.econbiz.de/10011627288
Saved in:
4
Forecasting stock index volatility with GARCH models : international evidence
Sharma, Prateek
;
Vipul
- In:
Studies in economics and finance
32
(
2015
)
4
,
pp. 445-463
Persistent link: https://www.econbiz.de/10011492253
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