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~isPartOf:"Discussion paper / Tinbergen Institute"
~person:"Ardia, David"
~subject:"ARCH-Modell"
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ARCH-Modell
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Capital income
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Aktienindex
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Ardia, David
Dijk, Dick van
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Hol Uspensky, Eugenie
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Koopman, Siem Jan
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Discussion paper / Tinbergen Institute
Economics letters
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Tinbergen Institute Discussion Paper 2013-047/III
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Stock index returns' density prediction using GARCH models : frequentist or Bayesian estimation?
Hoogerheide, Lennart F.
;
Ardia, David
;
Corré, Nienke
-
2011
Persistent link: https://www.econbiz.de/10008824705
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GARCH models for daily stock returns : impact of estimation frequency on value-at-risk and expected shortfall forecasts
Ardia, David
;
Hoogerheide, Lennart
-
2013
Persistent link: https://www.econbiz.de/10010191413
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