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Portfolio selection with limited downside risk
Jansen, Dennis W.; Koedijk, Kees G.; Vries, Casper G. de - In: Journal of Empirical Finance 7 (2000) 3-4, pp. 247-269
Persistent link: https://www.econbiz.de/10005152411
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Portfolio selection with heavy tails
Hyung, Namwon; Vries, Casper G. de - In: Journal of Empirical Finance 14 (2007) 3, pp. 383-400
Persistent link: https://www.econbiz.de/10005199003
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A note on the relationship between GARCH and symmetric stable processes
Groenendijk, Patrick A.; Lucas, Andre; Vries, Casper G. de - In: Journal of Empirical Finance 2 (1995) 3, pp. 253-264
Persistent link: https://www.econbiz.de/10005199033
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Multivariate stochastic volatility models: Estimation and a comparison with VGARCH models
Danielsson, Jon - In: Journal of Empirical Finance 5 (1998) 2, pp. 155-173
Persistent link: https://www.econbiz.de/10005152394