Narrow search
Showing 1 - 10 of 35,203
Cover Image
The application of multivariate GARCH models to turbulent financial markets
Zahnd, Edy - 2002 - Als Ms. gedr.
Persistent link: https://www.econbiz.de/10001659873
Cover Image
Long term forecasts of volatility in the market for crude oil : do futures prices offer any clues?
Brochu, Stephen M. - 2002
Persistent link: https://www.econbiz.de/10001875427
Cover Image
Models of exchange rate expectations : how much heterogeneity?
Bénassy-Quéré, Agnès; Larribeau, Sophie; MacDonald, … - In: Journal of international financial markets, … 13 (2003) 2, pp. 113-136
Persistent link: https://www.econbiz.de/10001950037
Cover Image
Models of exchange rate expectations : heterogeneous evidence from panel data
Bénassy-Quéré, Agnès; Larribeau, Sophie; MacDonald, … - 1999
Persistent link: https://www.econbiz.de/10001365260
Cover Image
The risk-return tradeoff in international stock markets : one-step multivariate GARCH-M estimation with many assets
Dhaene, Geert; Sercu, Piet; Wu, Jianbin - 2016
Persistent link: https://www.econbiz.de/10011707065
Cover Image
Time-varying asymmetric tail dependence of international equities markets
Zhou, Chunyang; Qin, Xiao - In: Pacific-Basin finance journal 68 (2021), pp. 1-13
Persistent link: https://www.econbiz.de/10013332425
Cover Image
Robust value at risk prediction
Mancini, Loriano (contributor); Trojani, Fabio (contributor) - 2007
Persistent link: https://www.econbiz.de/10003674273
Cover Image
Robust value at risk prediction
Mancini, Loriano; Trojani, Fabio - 2007
Persistent link: https://www.econbiz.de/10003597922
Cover Image
Robust value at risk prediction
Mancini, Loriano (contributor); Trojani, Fabio (contributor) - 2007
Persistent link: https://www.econbiz.de/10003550862
Cover Image
Robust Value at Risk Prediction : Appendix
Mancini, Loriano - 2010
forecast evaluation; provides additional Monte Carlo simulation results on GARCH model estimation and VaR prediction; extends …This appendix extends simulation and empirical results reported in Mancini and Trojani (2010). It discusses the choice …
Persistent link: https://www.econbiz.de/10013138328