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~isPartOf:"International review of economics & finance : IREF"
~isPartOf:"Journal of empirical finance"
~isPartOf:"Post-Print / HAL"
~language:"eng"
~person:"Allen, David"
~person:"Enders, Walter"
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International review of economics & finance : IREF
Journal of empirical finance
Post-Print / HAL
The journal of asset management : a major new, international quarterly journal for the financial community
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A comparison of non-Gaussian VaR estimation and portfolio construction techniques
Allen, David
;
Lizieri, Colin
;
Satchell, Stephen
- In:
Journal of empirical finance
58
(
2020
),
pp. 356-368
Persistent link: https://www.econbiz.de/10012430709
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Smooth volatility shifts and spillovers in U.S. crude oil and corn futures markets
Teterin, Pavel
;
Brooks, Robert
;
Enders, Walter
- In:
Journal of empirical finance
38
(
2016
),
pp. 22-36
Persistent link: https://www.econbiz.de/10011663220
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