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46
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ECONIS (ZBW)
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1
Do power GARCH models really improve value-at-risk forecasts?
Ané, Thierry
- In:
Journal of economics and finance
29
(
2005
)
3
,
pp. 337-358
Persistent link: https://www.econbiz.de/10003317023
Saved in:
2
Two-component extreme value distribution for Asia-Pacific stock index returns
Ané, Thierry
- In:
International journal of theoretical and applied finance
9
(
2006
)
5
,
pp. 643-671
Persistent link: https://www.econbiz.de/10003378957
Saved in:
3
Pricing and hedging S&P 500 index options with Hermite polynomial approximation : empirical tests of Madan and Milne's model
Ané, Thierry
- In:
The journal of futures markets
19
(
1999
)
7
,
pp. 735-758
Persistent link: https://www.econbiz.de/10001443345
Saved in:
4
Robust outlier detection for Asia-Pacific stock index returns
Ané, Thierry
;
Ureche-Rangau, Loredana
;
Gambet, Jean-Benoît
- In:
Journal of international financial markets, …
18
(
2008
)
4
,
pp. 326-343
Persistent link: https://www.econbiz.de/10003727941
Saved in:
5
Time-varying conditional depedence in Chinese stock markets
Ané, Thierry
;
Ureche-Rangau, Loredana
;
Labidi-Makni, Chiraz
- In:
Applied financial economics
18
(
2008
)
10/12
,
pp. 895-916
Persistent link: https://www.econbiz.de/10003739506
Saved in:
6
Stock market dynamics in a regime-switching asymmetric power GARCH model
Ané, Thierry
;
Ureche-Rangau, Loredana
- In:
International review of financial analysis
15
(
2006
)
2
,
pp. 109-129
Persistent link: https://www.econbiz.de/10003320645
Saved in:
7
The distribution of realized variances : marginal behaviors, asymmetric dependence and contagion effects
Ané, Thierry
;
Métais, Carole
- In:
International review of financial analysis
18
(
2009
)
3
,
pp. 134-150
Persistent link: https://www.econbiz.de/10003880027
Saved in:
8
Does trading volume really explain stock returns volatility?
Ané, Thierry
;
Ureche-Rangau, Loredana
- In:
Journal of international financial markets, …
18
(
2008
)
3
,
pp. 216-235
Persistent link: https://www.econbiz.de/10003710350
Saved in:
9
Spillover effects and conditional dependence
Ané, Thierry
;
Labidi, Chiraz
- In:
International review of economics & finance : IREF
15
(
2006
)
4
,
pp. 417-442
Persistent link: https://www.econbiz.de/10003392494
Saved in:
10
Jump distribution characteristics : evidence from European stock markets
Ané, Thierry
;
Métais, Carole
- In:
International journal of business and economics
9
(
2010
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10008655633
Saved in:
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