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~isPartOf:"Journal of banking & finance"
~isPartOf:"Working paper"
~person:"Manzan, Sebastiano"
~person:"Raponi, Valentina"
~person:"Xiong, Xiong"
~subject:"Prognoseverfahren"
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Prognoseverfahren
Capital income
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Manzan, Sebastiano
Raponi, Valentina
Xiong, Xiong
McAleer, Michael
8
Jiménez-Martín, Juan-Ángel
3
Pérez Amaral, Teodosio
3
Weiß, Gregor
3
Allen, David E.
2
Caporin, Massimiliano
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McNeil, Alexander J.
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Wied, Dominik
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Asai, Manabu
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Hua, Jian
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León Valle, Ángel Manuel
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Li, Yi
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Merlo, Luca
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Journal of banking & finance
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ECONIS (ZBW)
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1
Downside risk and the cross-section of cryptocurrency returns
Zhang, Wei
;
Li, Yi
;
Xiong, Xiong
;
Wang, Pengfei
- In:
Journal of banking & finance
133
(
2021
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013256328
Saved in:
2
Forecasting VaR and ES using a joint quantile regression and its implications in portfolio allocation
Merlo, Luca
;
Petrella, Lea
;
Raponi, Valentina
- In:
Journal of banking & finance
133
(
2021
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013256440
Saved in:
3
Forecasting the return distribution using high-frequency volatility measures
Hua, Jian
;
Manzan, Sebastiano
- In:
Journal of banking & finance
37
(
2013
)
11
,
pp. 4381-4403
Persistent link: https://www.econbiz.de/10010247031
Saved in:
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