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ARMA-GARCH models
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Risk analysis via generalized pareto distributions
He, Yi
;
Peng, Liang
;
Zhang, Dabao
;
Zhao, Zifeng
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
2
,
pp. 852-867
Persistent link: https://www.econbiz.de/10013534572
Saved in:
2
Test for market timing using daily fund returns
Jiang, Lei
;
Liu, Weimin
;
Peng, Liang
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
1
,
pp. 184-196
Persistent link: https://www.econbiz.de/10013540664
Saved in:
3
Confidence intervals for conditional tail risk measures in
ARMA-GARCH
models
Hoga, Yannick
- In:
Journal of business & economic statistics : JBES ; a …
37
(
2019
)
4
,
pp. 613-624
Persistent link: https://www.econbiz.de/10012179001
Saved in:
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