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The policy uncertainty and market volatility puzzle : evidence from wavelet analysis
Tiwari, Aviral Kumar; Jana, R. K.; Roubaud, David - In: Finance research letters 31 (2019), pp. 278-284
Persistent link: https://www.econbiz.de/10012421584
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Does Bitcoin hedge global uncertainty? : evidence from wavelet-based quantile-in-quantile regressions
Bouri, Elie; Gupta, Rangan; Tiwari, Aviral Kumar; … - In: Finance research letters 23 (2017), pp. 87-95
Persistent link: https://www.econbiz.de/10011808369
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Economic policy uncertainty and stock markets : long-run evidence from the US
Arouri, Mohamed; Estay, Christophe; Rault, Christophe; … - In: Finance research letters 18 (2016), pp. 136-141
Persistent link: https://www.econbiz.de/10011656969
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Regime changes in Bitcoin GARCH volatility dynamics
Ardia, David; Bluteau, Keven; Rüede, Maxime - In: Finance research letters 29 (2019), pp. 266-271
Persistent link: https://www.econbiz.de/10012419095
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Comovements of gold futures markets and the spot market : a wavelet analysis
Jena, Sangram Keshari; Tiwari, Aviral Kumar; Roubaud, David - In: Finance research letters 24 (2018), pp. 19-24
Persistent link: https://www.econbiz.de/10011982447
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Moments of standardized Fernandez-Steel skewed distributions : applications to the estimation of GARCH-type models
Trottier, Denis-Alexandre; Ardia, David - In: Finance research letters 18 (2016), pp. 311-316
Persistent link: https://www.econbiz.de/10011657263
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Financial Risk Management with Bayesian Estimation of GARCH Models : Theory and Applications
Ardia, David (contributor) - 2008
This book presents methodologies for the Bayesian estimation of GARCH models and their application to financial risk … paradigm for inference. The next three chapters describe the estimation of the GARCH model with Normal innovations and the … between individuals can be substantial in terms of regulatory capital. The last chapter proposes the estimation of a Markov …
Persistent link: https://www.econbiz.de/10013520959