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Empirical prediction intervals revisited
Lee, Yun Shin; Scholtes, Stefan - In: International journal of forecasting 30 (2014) 2, pp. 217-234
Persistent link: https://www.econbiz.de/10010510948
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BRIC's risk management based on an innovative VaR
Matos, Paulo; Cruz, Rogério; Jucá, Iana; Azevedo, Alana - In: The empirical economics letters : a monthly … 14 (2015) 7, pp. 697-704
Persistent link: https://www.econbiz.de/10011419292
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The robustness of estimatiors in structural credit loss distributions
Batiz-Zuk, Enrique; Christodoulakis, George A.; Poon, … - In: The journal of credit risk : published quarterly by … 11 (2015) 2, pp. 67-97
Persistent link: https://www.econbiz.de/10011298505
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Bayesian estimation of non-Gaussian stochastic volatility models
Elabed, Asma Graja; Masmoudi, Afif - In: Journal of mathematical finance 4 (2014) 2, pp. 95-103
Persistent link: https://www.econbiz.de/10010380909
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A generalized CAPM model with asymmetric power distributed errors with an application to portfolio construction
Te, Bao; Diks, Cees G. H.; Li, Hao - In: Economic modelling 68 (2018), pp. 611-621
Persistent link: https://www.econbiz.de/10011936164
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Source of the multifractality in exchange markets : multifractal detrended fluctuations analysis
Günay, Samet - In: Journal of business & economics research 12 (2014) 4, pp. 371-384
Persistent link: https://www.econbiz.de/10010432137
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Multifractality in finance : a deep understanding and review of Mandelbrot's MMAR
Maglione, Federico - 2015
Persistent link: https://www.econbiz.de/10011632222