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Modeling and forecasting expected shortfall with the generalized asymmetric student-t and asymmetric exponential power distributions
Zhu, Dongming; Galbraith, John W. - In: Journal of empirical finance 18 (2011) 4, pp. 765-778
Persistent link: https://www.econbiz.de/10009306526
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Exchange rates and commodity prices : measuring causality at multiple horizons
Zhang, Hui Jun; Dufour, Jean-Marie; Galbraith, John W. - In: Journal of empirical finance 36 (2016), pp. 100-120
Persistent link: https://www.econbiz.de/10011662765
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Modeling and forecasting expected shortfall with the generalized asymmetric Student-t and asymmetric exponential power distributions
Zhu, Dongming; Galbraith, John W. - In: Journal of empirical finance 18 (2011) 4, pp. 765-779
Persistent link: https://www.econbiz.de/10009291027