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Journal of risk
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1
Forecasting stock market volatility : an asymmetric conditional autoregressive range mixed data sampling (ACARR-MIDAS) model
Wu, Xinyu
;
Han, Yang
;
Ma, Chaoqun
- In:
Journal of risk
23
(
2021
)
6
,
pp. 1-35
Persistent link: https://www.econbiz.de/10013473133
Saved in:
2
Procyclicality mitigation for initial margin models with asymmetric volatility
Goldman, Elena
;
Shen, Xiangjin
- In:
Journal of risk
22
(
2019/2020
)
5
,
pp. 1-41
Persistent link: https://www.econbiz.de/10012421684
Saved in:
3
The temporal dimension of risk
Mahmoud, Ola
- In:
Journal of risk
19
(
2016/2017
)
3
,
pp. 57-83
Persistent link: https://www.econbiz.de/10011689723
Saved in:
4
Stop-outs under serial correlation and the triple penance rule
Bailey, David H.
;
López de Prado, Marcos M.
- In:
Journal of risk
18
(
2015/2016
)
2
,
pp. 61-93
Persistent link: https://www.econbiz.de/10011438983
Saved in:
5
A test for the equality of multiple Sharpe ratios
Wright, John
;
Yam, Sheung Chi Phillip
;
Yung, Siu Pang
- In:
Journal of risk
16
(
2013/2014
)
4
,
pp. 3-21
Persistent link: https://www.econbiz.de/10013262931
Saved in:
6
Scaling protfolio volatility and calculating risk contributions in the presence of serial cross-correlations
Rab, Nikolaus
;
Warnung, Richard
- In:
Journal of risk
14
(
2011/12
)
3
,
pp. 23-52
Persistent link: https://www.econbiz.de/10009531010
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