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~subject:"ARCH-Modell"
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ARCH-Modell
Volatility
20
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14
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14
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13
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13
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Credit rating agencies
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Chuliá, Helena
4
Torró, Hipòlit
4
Abad, Pilar
3
Benito Muela, Sonia
2
López Martin, Carmen
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López-Martín, Carmen
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ECONIS (ZBW)
7
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1
The role of the loss function in value-at-risk comparisons
Abad, Pilar
;
Benito Muela, Sonia
;
López Martin, Carmen
- In:
The journal of risk model validation
9
(
2015
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10010516723
Saved in:
2
Volatility transmission across the term structure of swap markets : international evidence
Abad, Pilar
;
Novales, Alfonso
- In:
Applied financial economics
14
(
2004
)
14
,
pp. 1045-1058
Persistent link: https://www.econbiz.de/10002377770
Saved in:
3
Evaluating the performance of the skewed distributions to forecast value-at-risk in the global financial crisis
Abad, Pilar
;
Benito Muela, Sonia
;
López-Martín, Carmen
; …
- In:
Journal of risk
18
(
2016
)
5
,
pp. 1-28
Persistent link: https://www.econbiz.de/10011598265
Saved in:
4
Asimetrías en volatilidad, beta y contagios entre las empresas grandes y pequeñas cotizadas en la bolsa española
Chuliá, Helena
(
contributor
);
Torró, Hipòlit
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003328898
Saved in:
5
Firm size and volatility analysis in the Spanish stock market
Chuliá, Helena
;
Torró, Hipòlit
- In:
The European journal of finance
17
(
2011
)
7/8
,
pp. 695-715
Persistent link: https://www.econbiz.de/10009509834
Saved in:
6
Asimetrías en volatilidad, beta y contagios entre las empresas grandes y pequeñas cotizadas en la bolsa española
Chuliá, Helena
;
Torró, Hipòlit
- In:
Investigaciones económicas
31
(
2007
)
3
,
pp. 445-474
Persistent link: https://www.econbiz.de/10003751062
Saved in:
7
Large and small cap stocks in Europe : covariance asymmetry, volatility spillovers and beta estimates
Chuliá, Helena
;
Torró, Hipòlit
- In:
Advances in risk management
,
(pp. 327-352)
.
2007
Persistent link: https://www.econbiz.de/10003401630
Saved in:
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