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A cryptocurrency empirical study focused on evaluating their distribution functions
López-Martín, Carmen
;
Arguedas-Sanz, Raquel
;
Muela, …
- In:
International review of economics & finance : IREF
79
(
2022
),
pp. 387-407
Persistent link: https://www.econbiz.de/10013345665
Saved in:
2
Price Volatility Forecast for Agricultural Commodity Futures: The Role of High Frequency Data
Huang, Wen
;
Huang, Zhuo
;
Matei, Marius
;
Wang, Tianyi
- In:
Journal for Economic Forecasting
(
2012
)
4
,
pp. 83-103
, such as GARCH and EGARCH. We also consider skewed student’s t-distribution to account for the skewness and
fat-tail
in the …
Persistent link: https://www.econbiz.de/10010604361
Saved in:
3
Equity market information and credit risk signaling : a quantile cointegrating regression approach
Gatfaoui, Hayette
- In:
Economic modelling
64
(
2017
),
pp. 48-59
Persistent link: https://www.econbiz.de/10011756467
Saved in:
4
Performance of tail hedged portfolio with third moment variation swap
Lee, Kyungsub
;
Seo, Byoung Ki
- In:
Computational economics
50
(
2017
)
3
,
pp. 447-471
Persistent link: https://www.econbiz.de/10011783329
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