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~isPartOf:"Computing in Economics and Finance 2002"
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Value-at-Risk
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Realized volatility
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`alpha-Quantile'
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asymptotic normality
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conditional quantiles
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consistency
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Giot, Pierre
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Computing in Economics and Finance 2002
Journal of banking & finance
251
Insurance / Mathematics & economics
244
Finance research letters
181
IMF Working Papers
180
Journal of risk
132
European journal of operational research : EJOR
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Risks : open access journal
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International review of financial analysis
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Economic modelling
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The North American journal of economics and finance : a journal of financial economics studies
100
Energy economics
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Applied economics
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Journal of empirical finance
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Discussion paper / Tinbergen Institute
76
International journal of theoretical and applied finance
76
Journal of international financial markets, institutions & money
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The journal of risk model validation
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International review of economics & finance : IREF
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Journal of risk and financial management : JRFM
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Quantitative finance
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IMF Staff Country Reports
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MPRA Paper
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International journal of forecasting
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Journal of econometrics
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Research paper series / Swiss Finance Institute
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The journal of structured finance
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Research in international business and finance
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The journal of credit risk : published quarterly by Incisive Media
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Journal of financial stability
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The European journal of finance
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Computational economics
52
Journal of risk management in financial institutions
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The journal of fixed income
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Applied economics letters
49
The journal of operational risk
48
Management science : journal of the Institute for Operations Research and the Management Sciences
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SFB 649 discussion paper
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Journal of economic dynamics & control
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Modelling Daily Value-at-Risk Using Realized Volatility and ARCH Type Models
Giot, Pierre
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Laurent, Sébastien
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Society for Computational Economics - SCE
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2002
Persistent link: https://www.econbiz.de/10005706602
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The Alpha-Quantile Distribution Function and its Applications to Financial Modeling
Komunjer, Ivana
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Society for Computational Economics - SCE
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2002
Persistent link: https://www.econbiz.de/10005706623
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