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~isPartOf:"Economic modelling"
~isPartOf:"Future Business Journal"
~person:"Iglesias, Emma M."
~person:"Refenes, Apostolos-Paul"
~subject:"ARCH model"
~subject:"Ausreißer"
~type_genre:"Aufsatz in Zeitschrift"
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Iglesias, Emma M.
Refenes, Apostolos-Paul
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Future Business Journal
Journal of policy modeling : JPMOD ; a social science forum of world issues
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Value at Risk and expected shortfall of firms in the main European Union stock market indexes : a detailed analysis by economic sectors and geographical situation
Iglesias, Emma M.
- In:
Economic modelling
50
(
2015
),
pp. 1-8
Persistent link: https://www.econbiz.de/10011439601
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Realized volatility models and alternative Value-at-Risk prediction strategies
Louzis, Dimitrios P.
;
Xanthopoulos-Sisinis, Spyros
; …
- In:
Economic modelling
40
(
2014
),
pp. 101-116
Persistent link: https://www.econbiz.de/10010425716
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