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Rental contracts, endogenous turnover and rent volatility

Hubert, Franz - 1996

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Supply contract design under price volatility and competition

Xing, Wei; Zhu, Qing; Zhao, Xuan - In: International journal of production research 57 (2019) 24, pp. 7536-7551

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Absicherung von Preis- und Wechselkursrisiken in volatilen Märkten : am Beispiel der Halbleiterindustrie

Ulukut, Cem - 2008

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Evaluating an EGARCH model with fat tails, skewness and leverage in forecasting VaR

Benito Muela, Sonia - In: Journal of contemporary management : JMC 4 (2015) 3, pp. 67-80

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Commodity value-at-risk modeling : comparing riskmetrics, historic simulation and quantile regression

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Prediction of financial downside-risk with heavy-tailed conditional distributions

Mittnik, Stefan; Paolella, Marc S. - 2003

The use of GARCH models with stable Paretian innovations in financial modeling has been recently suggested in the literature. This class of processes is attractive because it allows for conditional skewness and leptokurtosis of financial returns without ruling out normality. This contribution...

Persistent link: https://www.econbiz.de/10009765347