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Economic uncertainty and time-varying return predictability
Liu, Li - In: Finance research letters 68 (2024), pp. 1-7
Persistent link: https://www.econbiz.de/10015063722
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Option pricing in a Garch model with tempered stable innovations
Mercuri, Lorenzo - In: Finance research letters 5 (2008) 3, pp. 172-182
Persistent link: https://www.econbiz.de/10003769904
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Scale-consistent value-at-risk
Lehnert, Thorsten; Wolff, Christiaan Cornelis Petrus - In: Finance research letters 1 (2004) 2, pp. 127-134
Persistent link: https://www.econbiz.de/10003307269
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Modeling dynamic conditional correlations in WTI oil forward and futures returns
Lanza, Alessandro; Manera, Matteo; McAleer, Michael - In: Finance research letters 3 (2006) 2, pp. 114-132
Persistent link: https://www.econbiz.de/10003333927
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Bivariate mixed normal GARCH models and out-of-sample hedge performances
Chung, Sang-kuck - In: Finance research letters 6 (2009) 3, pp. 130-137
Persistent link: https://www.econbiz.de/10003888006
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On the use of the Box-Cox transformation on conditional variance models
Tsiotas, G. - In: Finance research letters 4 (2007) 1, pp. 28-32
Persistent link: https://www.econbiz.de/10003442052
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Higher order asymptotic bond price valuation for interest rates with non-Gaussian dependent innovations
Honda, Tetsuhiro; Tamaki, Kenichiro; Shiohama, Takayuki - In: Finance research letters 7 (2010) 1, pp. 60-69
Persistent link: https://www.econbiz.de/10003972397
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Financial volatility forecasting with range-based autoregressive volatility model
Li, Hongquan; Hong, Yongmiao - In: Finance research letters 8 (2011) 2, pp. 69-76
Persistent link: https://www.econbiz.de/10009301308
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Is gold a safe haven against equity market investment in emerging and developing countries?
Gürgün, Gözde; Ünalmış, İbrahim - In: Finance research letters 11 (2014) 4, pp. 341-348
Persistent link: https://www.econbiz.de/10011300444
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GARCH processes with skewed and leptokurtic innovations : revisiting the Johnson Su case
Simonato, Jean-Guy - In: Finance research letters 9 (2012) 4, pp. 213-219
Persistent link: https://www.econbiz.de/10009689315