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A value-at-risk analysis of carry trades using skew-GARCH models
Wang, Yu-jen; Chung, Huimin; Guo, Jia-hau - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 17 (2013) 4, pp. 439-459
Persistent link: https://www.econbiz.de/10009787972
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Modeling jump and continuous components in the volatility of oil futures
Tseng, Tseng-chan; Chung, Huimin; Huang, Chin-sheng - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 13 (2009) 3, pp. 1-28
Persistent link: https://www.econbiz.de/10009513573
Cover Image
A value-at-risk analysis of carry trades using skew-GARCH models
Wang, Yu-jen; Chung, Huimin; Guo, Jia-hau - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 17 (2013) 4, pp. 439-459
Persistent link: https://www.econbiz.de/10010185635
Cover Image
Modeling jump and continuous components in the volatility of oil futures
Tseng, Tseng-chan; Chung, Huimin; Huang, Chin-sheng - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 13 (2009) 3, pp. 1-28
Persistent link: https://www.econbiz.de/10009949953