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MIDAS volatility forecast performance under market stress : evidence from emerging stock markets
C. Alper, Emre; Fendoglu, Salih; Saltoglu, Burak - In: Economics letters 117 (2012) 2, pp. 528-532
Persistent link: https://www.econbiz.de/10009675108
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MIDAS volatility forecast performance under market stress: Evidence from emerging stock markets
Emre Alper, C.; Fendoglu, Salih; Saltoglu, Burak - In: Economics letters 117 (2012) 2, pp. 528-533
Persistent link: https://www.econbiz.de/10010021580
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Comparing downside risk measures for heavy tailed distributions
Daníelsson, Jón; Jorgensen, Bjorn N.; Sarma, Mandira; … - In: Economics letters 92 (2006) 2, pp. 202-208
Persistent link: https://www.econbiz.de/10003360851