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~isPartOf:"Annals of operations research"
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Theodossiou, Panayiotis
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Annals of operations research
Georgetown McDonough School of Business Research Paper
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Journal of banking & finance
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Journal of financial and quantitative analysis : JFQA
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The journal of futures markets
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A conditional-SGT-VaR approach with alternative GARCH models
Bali, Turan G.
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Theodossiou, Panayiotis
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2007
Persistent link: https://www.econbiz.de/10008222028
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Modeling the dynamics of interest rate volatility with skewed fat-tailed distributions
Bali, Turan G.
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2007
Persistent link: https://www.econbiz.de/10008222032
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