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Measuring and comparing the value-at-risk using GARCH and CARR models for CSI 300 index
Wu, Chunchou - In: Theoretical economics letters 8 (2018) 6, pp. 1179-1187
Persistent link: https://www.econbiz.de/10011888169
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Conditional Autoregressive Range (CARR) based volatility spillover index for the Eurozone markets
Bayraci, Selcuk; Demiralay, Sercan - In: The empirical economics letters : a monthly … 13 (2014) 6, pp. 595-603
Persistent link: https://www.econbiz.de/10010519718
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The search for chaos and nonlinearities in Swedish stock index returns
Amilon, Henrik; Byström, Hans N. E. - 1998
Persistent link: https://www.econbiz.de/10000994651
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Tail estimation and conditional modeling of heteroscedastic time-series
Paolella, Marc S. - 1999 - 1. Aufl.
Persistent link: https://www.econbiz.de/10001388258
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On the predictability of the stock market volatility : does history matter?
Adjaoute, Kpate - In: European financial management : the journal of the … 4 (1998) 3, pp. 293-319
Persistent link: https://www.econbiz.de/10001251082
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The search for chaos and nonlinearities in Swedish stock index returns
Amilon, Henrik - In: Essays on financial models, (pp. 9-36). 2000
Persistent link: https://www.econbiz.de/10001551217
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Derivative Instrumente auf Volatilitäten an Aktien- und Optionsmärkten : eine theoretische und empirische Untersuchung
Henn, Eric Tobias - 2001
Persistent link: https://www.econbiz.de/10001768552
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Tail-dependence in stock-return pairs
Fortin, Ines; Kuzmics, Christoph - 2002
Persistent link: https://www.econbiz.de/10001736255
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Evaluating density forecasts with an application to stock market returns
Raaij, Gabriela de; Raunig, Burkhard - 2002
Persistent link: https://www.econbiz.de/10001650402
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Modeling and forecasting volatility of stock market using family of GARCH models : evidence from CPEC linked countries
Fraz, Tayyab Raza; Fatima, Samreen - In: Global economy journal : GEJ 22 (2022) 1, pp. 1-15
Persistent link: https://www.econbiz.de/10013556985