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Estimating a population variance with known mean
Zhang, Biao - In: International statistical review : a journal of the … 64 (1996) 2, pp. 215-229
Persistent link: https://www.econbiz.de/10001206945
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Investment under uncertainty and volatility estimation risk
Dotsis, George; Makropoulou, Vasiliki; Markellos, … - In: Applied economics letters 19 (2012) 1/3, pp. 133-137
Persistent link: https://www.econbiz.de/10009412657
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Populism and financial markets
Hartwell, Christopher A. - In: Finance research letters 46 (2022) 2, pp. 1-10
Persistent link: https://www.econbiz.de/10013341867
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Value-at-risk and extreme returns
Daníelsson, Jón; Vries, Casper G. de - 1998
Persistent link: https://www.econbiz.de/10000980737
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Modeling the persistence of conditional volatility with GARCH-stable processes
Mittnik, Stefan - 1997
Persistent link: https://www.econbiz.de/10000984425
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Nonparametric modelling of financial time series
Heid, Frank - 1998
Persistent link: https://www.econbiz.de/10000989214
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Value-at-risk and extreme returns
Daníelsson, Jón; Vries, Casper G. de - 1997
Persistent link: https://www.econbiz.de/10000975058
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Modeling volatility dynamics
Diebold, Francis X.; García López, José A. - 1995
Persistent link: https://www.econbiz.de/10000920972
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Modeling the changing asymmetry of traditional variances
Fornari, Fabio - In: Economics letters 50 (1996) 2, pp. 197-203
Persistent link: https://www.econbiz.de/10001194690
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Distinguishing between stochastic and deterministic behavior in foreign exchange rate returns : further evidence
Cecen, A. A. - In: Economics letters 51 (1996) 3, pp. 323-329
Persistent link: https://www.econbiz.de/10001200985