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Forecasting intraday volatility and VaR using multiplicative component GARCH model
Diao, Xundi; Tong, Bin - In: Applied economics letters 22 (2015) 16/18, pp. 1457-1464
Persistent link: https://www.econbiz.de/10011380317
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Value at risk forecasting for volatility index
Park, Seul-Ki; Choi, Ji-Eun; Shin, Dong-wan - In: Applied economics letters 24 (2017) 21, pp. 1613-1620
Persistent link: https://www.econbiz.de/10011853568
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Safe-haven or speculation? : Research on price and risk dynamics of Bitcoin
Liu, Xin; Li, Bowen - In: Applied economics letters 31 (2024) 4, pp. 281-287
Persistent link: https://www.econbiz.de/10014468773
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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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Computing optimal portfolios of multi-assets with tail risk : the case of bitcoin
Popova, Ivilina; Yau, Jot - In: Applied economics letters 30 (2023) 12, pp. 1618-1626
Persistent link: https://www.econbiz.de/10014304579
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A forecast comparison of volatility models using realized volatility : evidence from the Bitcoin market
Hattori, Takahiro - In: Applied economics letters 27 (2020) 7, pp. 591-595
Persistent link: https://www.econbiz.de/10012205740
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Volatility spillovers across financial markets : the role of oil price uncertainty
Lee, Seojin; Kim, Young Min - In: Applied economics letters 30 (2023) 17, pp. 2342-2347
Persistent link: https://www.econbiz.de/10014365776
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KODAKCoin : a blockchain revolution or exploiting a potential cryptocurrency bubble?
Corbet, Shaen; Larkin, Charles; Lucey, Brian M.; … - In: Applied economics letters 27 (2020) 7, pp. 518-524
Persistent link: https://www.econbiz.de/10012205716
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The day-of-the-week effect on global stock market volatility after a market shock
Kang, Taehyeon; Cho, Eunyoung - In: Applied economics letters 31 (2024) 8, pp. 696-701
Persistent link: https://www.econbiz.de/10014557841
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Responses of output in Poland to shocks to the exchange rate, the stock price, and other macro-economic variables : a VAR model
Hsing, Yu - In: Applied economics letters 13 (2006) 15, pp. 1017-1022
Persistent link: https://www.econbiz.de/10003402355