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1
Estimation of extreme value-at-risk : an EVT approach for quantile
GARCH
model
Yi, Yanping
;
Feng, Xingdong
;
Huang, Zhuo
- In:
Economics letters
124
(
2014
)
3
,
pp. 378-381
Persistent link: https://www.econbiz.de/10010495168
Saved in:
2
GARCH
models for daily stock returns : impact of estimation frequency on Value-at-Risk and Expected Shortfall forecasts
Ardia, David
;
Hoogerheide, Lennart F.
- In:
Economics letters
123
(
2014
)
2
,
pp. 187-190
Persistent link: https://www.econbiz.de/10010400299
Saved in:
3
The functional central limit theorem for ARMA-
GARCH
processes
Lee, Oesook
- In:
Economics letters
121
(
2013
)
3
,
pp. 432-435
Persistent link: https://www.econbiz.de/10010392236
Saved in:
4
High and variable inflation : further evidence on the Friedman hypothesis
Caporale, Tony
- In:
Economics letters
54
(
1997
)
1
,
pp. 65-68
Persistent link: https://www.econbiz.de/10001222334
Saved in:
5
The persistence in volatility of the US term premium : 1970 - 1986
Tzavalis, Elias
- In:
Economics letters
49
(
1995
)
4
,
pp. 381-389
Persistent link: https://www.econbiz.de/10001190457
Saved in:
6
Bitcoin mining activity and volatility dynamics in the power market
Karmakar, Sayar
;
Demirer, Rıza
;
Gupta, Rangan
- In:
Economics letters
209
(
2021
),
pp. 1-6
Persistent link: https://www.econbiz.de/10013209321
Saved in:
7
Nonstationary
GARCH
with tt-distributed innovations
Pedersen, Rasmus Søndergaard
;
Rahbek, Anders
- In:
Economics letters
138
(
2016
),
pp. 19-21
Persistent link: https://www.econbiz.de/10011615340
Saved in:
8
Liquidity uncertainty and Bitcoin's market microstructure
Koutmos, Dimitrios
- In:
Economics letters
172
(
2018
),
pp. 97-101
Persistent link: https://www.econbiz.de/10012022065
Saved in:
9
Presidential cycles and time-varying bond-stock market correlations : evidence from more than two centuries of data
Demirer, Rıza
;
Gupta, Rangan
- In:
Economics letters
167
(
2018
),
pp. 36-39
Persistent link: https://www.econbiz.de/10012015767
Saved in:
10
Volatility estimation for Bitcoin : a comparison of
GARCH
models
Katsiampa, Paraskevi
- In:
Economics letters
158
(
2017
),
pp. 3-6
Persistent link: https://www.econbiz.de/10011849728
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