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1
Forecasting
volatility
and value-at-risk for cryptocurrency using GARCH-type models : the role of the probability distribution
Chen, Qihao
;
Huang, Zhuo
;
Liang, Fang
- In:
Applied economics letters
31
(
2024
)
18
,
pp. 1907-1914
Persistent link: https://www.econbiz.de/10015084570
Saved in:
2
A note on return distribution of UK stock indices
Balaban, Ercan
;
Ouenniche, Jamal
;
Politou, Danae
- In:
Applied economics letters
12
(
2005
)
9
,
pp. 573-576
Persistent link: https://www.econbiz.de/10003015769
Saved in:
3
Normal log-normal mixture, leptokurtosis and skewness
Yang, Minxian
- In:
Applied economics letters
15
(
2008
)
7/9
,
pp. 737-742
Persistent link: https://www.econbiz.de/10003741693
Saved in:
4
Prediction accuracy of
volatility
using the score-driven Meixner distribution : an application to the Dow Jones
Blazsek, Szabolcs
;
Licht, Adrian
- In:
Applied economics letters
29
(
2022
)
2
,
pp. 111-117
Persistent link: https://www.econbiz.de/10012803390
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5
Risk management under time varying
volatility
and Pareto-stable distributions
Mozumder, Sharif
;
Kabir, M. Humayun
;
Dempsey, Michael
; …
- In:
Applied economics letters
27
(
2020
)
3
,
pp. 161-167
Persistent link: https://www.econbiz.de/10012205404
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6
Modelling impact of monetary policy on stock market liquidity : a dynamic copula approach
Chu, Xiaojun
- In:
Applied economics letters
22
(
2015
)
10/12
,
pp. 820-824
Persistent link: https://www.econbiz.de/10011286077
Saved in:
7
A spectral perspective on excess
volatility
Livan, Giacomo
;
Alfarano, Simone
;
Milaković, Mishael
; …
- In:
Applied economics letters
22
(
2015
)
7/9
,
pp. 745-750
Persistent link: https://www.econbiz.de/10010530017
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8
Stochastic
volatility
, liquidity and intraday information flow
Li, Jinliang
;
Wu, Chunchi
- In:
Applied economics letters
18
(
2011
)
16/18
,
pp. 1511-1515
Persistent link: https://www.econbiz.de/10009383452
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9
Trading frequency and the compass rose
Cai, Charlie
;
Hudson, Robert
;
Keasey, Kevin
- In:
Applied economics letters
10
(
2003
)
8
,
pp. 511-517
Persistent link: https://www.econbiz.de/10001770608
Saved in:
10
Does investor sentiment affect stock price crash risk?
Cui, Huijie
;
Zhang, Yanan
- In:
Applied economics letters
27
(
2020
)
7
,
pp. 564-568
Persistent link: https://www.econbiz.de/10012205732
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