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Do power GARCH models really improve value-at-risk forecasts?
Ané, Thierry - In: Journal of economics and finance 29 (2005) 3, pp. 337-358
Persistent link: https://www.econbiz.de/10003317023
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Robust outlier detection for Asia-Pacific stock index returns
Ané, Thierry; Ureche-Rangau, Loredana; Gambet, Jean-Benoît - In: Journal of international financial markets, … 18 (2008) 4, pp. 326-343
Persistent link: https://www.econbiz.de/10003727941
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Stock market dynamics in a regime-switching asymmetric power GARCH model
Ané, Thierry; Ureche-Rangau, Loredana - In: International review of financial analysis 15 (2006) 2, pp. 109-129
Persistent link: https://www.econbiz.de/10003320645
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Does trading volume really explain stock returns volatility?
Ané, Thierry; Ureche-Rangau, Loredana - In: Journal of international financial markets, … 18 (2008) 3, pp. 216-235
Persistent link: https://www.econbiz.de/10003710350