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Asymptotic properties of GARCH-X processes
Han, Heejoon
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
1
,
pp. 188-221
Persistent link: https://www.econbiz.de/10010519656
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Pension plan solvency and extreme market movements : a regime switching approach
Abourashchi, Niloufar
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Clacher, Iain
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Freeman, Mark C.
; …
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The European journal of finance
22
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2016
)
13/15
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pp. 1292-1319
Persistent link: https://www.econbiz.de/10011715427
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Multi-objective portfolio optimization under tempered stable Lévy distribution with Copula dependence
Gong, Xiao-Li
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Xiong, Xiong
- In:
Finance research letters
38
(
2021
),
pp. 1-7
Persistent link: https://www.econbiz.de/10012490240
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Is there a relationship between the time scaling property of asset returns and the outliers? : evidence from international financial markets
González Sánchez, Mariano
- In:
Finance research letters
38
(
2021
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012490299
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The distribution of commodity futures : a test of the generalized hyperbolic process
Pal, Debdatta
- In:
Applied economics
56
(
2024
)
15
,
pp. 1763-1783
Persistent link: https://www.econbiz.de/10014473212
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