Narrow search
Showing 1 - 10 of 2,539
Cover Image
Semi-parametric conditional quantile models for financial returns and realized volatility
Zikes, Filip; Barunik, Jozef - In: Journal of financial econometrics : official journal of … 14 (2016) 1, pp. 185-226
Persistent link: https://www.econbiz.de/10011588557
Cover Image
Price and volatility spillovers across North American, European and Asian stock markets : with special focus on Indian stock market
Singh, Priyanka D. (contributor); Kumar, Brajesh (contributor) - 2008
Persistent link: https://www.econbiz.de/10003791262
Cover Image
Price and volatility spillovers across North American, European and Asian stock markets
Singh, Priyanka D.; Kumar, Brajesh; Pandey, Ajay - In: International review of financial analysis 19 (2010) 1, pp. 55-64
Persistent link: https://www.econbiz.de/10008668720
Cover Image
A multivariate GARCH analysis for South and North American stock market volatility
Ajmi, Ahdi Noomen - In: The empirical economics letters : a monthly … 10 (2011) 6, pp. 603-612
Persistent link: https://www.econbiz.de/10009512418
Cover Image
Value at risk estimation for stock indices using the Basle committee proposal from 1995
Pojarliev, Momtchil; Polasek, Wolfgang - 2000
Persistent link: https://www.econbiz.de/10001537678
Cover Image
Finite-sample distribution-free inference in linear median regressions under heteroscedasticity and non-linear dependence of unknown form
Coudin, Elise; Dufour, Jean-Marie - In: The econometrics journal 12 (2009), pp. 19-49
Persistent link: https://www.econbiz.de/10003876273
Cover Image
Finite-sample distribution-free inference in linear median regression under heteroskedasticity and nonlinear dependence of unknown form
Coudin, Elise; Dufour, Jean-Marie - 2007
Persistent link: https://www.econbiz.de/10003656187
Cover Image
Semiparametric GARCH via Bayesian model averaging
Chen, Wilson Ye; Gerlach, Richard H. - In: Journal of business & economic statistics : JBES ; a … 39 (2021) 2, pp. 437-452
Persistent link: https://www.econbiz.de/10012499090
Cover Image
Conditional Value-at-Risk : semiparametric estimation and inference
Wang, Chuan-Sheng; Zhao, Zhibiao - In: Journal of econometrics 195 (2016) 1, pp. 86-103
Persistent link: https://www.econbiz.de/10011705234
Cover Image
Less volatile value-at-risk estimation under a semi-parametric approach
Huang, Shih-Feng; Wang, David K. - In: Asia-Pacific journal of financial studies 52 (2023) 3, pp. 374-393
Persistent link: https://www.econbiz.de/10014318379