Narrow search
Showing 1 - 10 of 565
Cover Image
Autoregressive conditional density estimation
Hansen, Bruce E. - 1992
Persistent link: https://www.econbiz.de/10000840704
Cover Image
Accurate risk and density prediction of asset prices
Steude, Sven Christian (contributor) - 2007
Persistent link: https://www.econbiz.de/10003640144
Cover Image
Mixed exponential power asymmetric conditional heteroskedasticity
Bouaddi, Mohammed (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003646288
Cover Image
The role of autoregressive conditional skewness and kurtosis in the estimation of conditional VaR
Bali, Turan G.; Mo, Hengyong; Tang, Yi - In: Journal of banking & finance 32 (2008) 2, pp. 269-282
Persistent link: https://www.econbiz.de/10003647212
Cover Image
Sample kurtosis, GARCH-t and the degrees of freedom issue
Heracleous, Maria S. (contributor) - 2007
Persistent link: https://www.econbiz.de/10003651568
Cover Image
Evaluating density forecasts of the model with a conditional skewed-t distribution for China's stock markets
Li, Xiaoming; Xu, Qing - In: Applied financial economics 18 (2008) 1/3, pp. 213-227
Persistent link: https://www.econbiz.de/10003739043
Cover Image
Normal log-normal mixture, leptokurtosis and skewness
Yang, Minxian - In: Applied economics letters 15 (2008) 7/9, pp. 737-742
Persistent link: https://www.econbiz.de/10003741693
Cover Image
Student-t distribution based VAR-MGARCH : an application of the DCC model on international portfolio risk management
Ku, Yuan-Hung Hsu - In: Applied economics 40 (2008) 13/15, pp. 1685-1697
Persistent link: https://www.econbiz.de/10003743366
Cover Image
American option pricing using GARCH models and the normal inverse Gaussian distribution
Stentoft, Lars - In: Journal of financial econometrics : official journal of … 6 (2008) 4, pp. 540-582
Persistent link: https://www.econbiz.de/10003778987
Cover Image
Nonlinear asymmetric models of the short-term interest rate
Demirtas, K. Ozgur - In: The journal of futures markets 26 (2006) 9, pp. 869-894
Persistent link: https://www.econbiz.de/10003356477