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Three essays on financial markets and institutions

Souto, Marcos Rietti - 2005

Persistent link: https://www.econbiz.de/10003904272

Predicting instability

Razzak, Weshah A. - In: Applied economics 45 (2013) 22/24, pp. 3305-3315

Persistent link: https://www.econbiz.de/10010345431

Handbook of financial risk management : simulations and case studies

Chan, Ngai Hang; Wong, Hoi Ying - 2013

Persistent link: https://www.econbiz.de/10009786326

Sustainable profitability in volatile cyclical markets

Sarraf, Hanna - In: Journal of risk management in financial institutions 13 (2019/2020) 2, pp. 182-189

Persistent link: https://www.econbiz.de/10012250026

Time varying price discovery

Avino, Davide; Lazar, Emese; Varotto, Simone - In: Economics letters 126 (2015), pp. 18-21

Persistent link: https://www.econbiz.de/10011376376

Combination of multivariate volatility forecasts

Amendola, Alessandra; Storti, Giuseppe - 2009

This paper proposes a novel approach to the combination of conditional covariance matrix forecasts based on the use of the Generalized Method of Moments (GMM). It is shown how the procedure can be generalized to deal with large dimensional systems by means of a two-step strategy. The finite...

Persistent link: https://www.econbiz.de/10003796201