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~isPartOf:"Journal of financial econometrics"
~isPartOf:"Review of quantitative finance and accounting"
~person:"Faff, Robert W."
~person:"Peng, Shige"
~subject:"Theorie"
~subject:"Welt"
~type:"article"
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Search: subject_exact:"ARCH-Modell"
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Improving value-at-risk prediction under model uncertainty
Peng, Shige
;
Yang, Shuzhen
;
Yao, Jianfeng
- In:
Journal of financial econometrics
21
(
2023
)
1
,
pp. 228-259
Persistent link: https://www.econbiz.de/10013542865
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2
Modelling return and conditional volatility exposures in global stock markets
Cai, Charlie X.
;
Faff, Robert W.
;
Hillier, David
; …
- In:
Review of quantitative finance and accounting
27
(
2006
)
2
,
pp. 125-142
Persistent link: https://www.econbiz.de/10003349568
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