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ECONIS (ZBW)
565
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1
Forecasting market risk of portfolios: copula-Markov switching multifractal approach
Segnon, Mawuli
;
Trede, Mark
- In:
The European journal of finance
24
(
2018
)
14
,
pp. 1123-1143
Persistent link: https://www.econbiz.de/10012258877
Saved in:
2
Kurtosis-based projection pursuit for outlier detection in financial time series
Loperfido, Nicola
- In:
The European journal of finance
26
(
2020
)
2/3
,
pp. 142-164
Persistent link: https://www.econbiz.de/10012207191
Saved in:
3
Modelling multivariate skewness in financial returns : a SGARCH approach
De Luca, Giovanni
;
Loperfido, Nicola
- In:
The European journal of finance
21
(
2015
)
13/15
,
pp. 1113-1131
Persistent link: https://www.econbiz.de/10011419767
Saved in:
4
Evaluating density forecasts from models of stock market returns
Raaij, Gabriela de
;
Raunig, Burkhard
- In:
The European journal of finance
11
(
2005
)
2
,
pp. 151-166
Persistent link: https://www.econbiz.de/10002841826
Saved in:
5
A simple two-component model for the distribution of intraday returns
Coroneo, Laura
;
Veredas, David
- In:
The European journal of finance
18
(
2012
)
9/10
,
pp. 775-797
Persistent link: https://www.econbiz.de/10009691780
Saved in:
6
The negative news threshold : an explanation for negative skewness in stock returns
Ekholm, Anders
;
Pasternack, Daniel
- In:
The European journal of finance
11
(
2005
)
6
,
pp. 511-529
Persistent link: https://www.econbiz.de/10003245219
Saved in:
7
Density forecasts and the leverage effect : evidence from observation and parameter-driven volatility models
Catania, Leopoldo
;
Nonejad, Nima
- In:
The European journal of finance
26
(
2020
)
2/3
,
pp. 100-118
Persistent link: https://www.econbiz.de/10012207189
Saved in:
8
Which parametric model for conditional skewness?
Feunou, Bruno
;
Jahan-Parvar, Mohammad R.
;
Tédongap, Roméo
- In:
The European journal of finance
22
(
2016
)
13/15
,
pp. 1237-1271
Persistent link: https://www.econbiz.de/10011715405
Saved in:
9
Polynomial adjusted student-t densities for modeling asset returns
León Valle, Ángel Manuel
;
Ñíguez, Trino-Manuel
- In:
The European journal of finance
28
(
2022
)
9
,
pp. 907-929
Persistent link: https://www.econbiz.de/10013373353
Saved in:
10
Long-term vs. short-term comovements in stock markets : the use of Markov-switching multifractal models
Idier, Julien
- In:
The European journal of finance
17
(
2011
)
1/2
,
pp. 27-48
Persistent link: https://www.econbiz.de/10009155466
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