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Evaluating the impact of market reforms on Value-at-Risk forecasts of Chinese A and B shares

School of Economics and Finance

Generalized Autoregressive Conditional Heteroskedasticity Models", Journal of Business and Economic Statistics, 20, 339-350.]. The ….H., (1995), "Techniques for Verifying the Accuracy of Risk Measurements Models", Journal of Derivatives, 73-84]. The results …

Persistent link: https://www.econbiz.de/10009434861

An econometric analysis of asymmetric volatility: theory and application to patents

School of Economics and Finance

The purpose in registering patents is to protect the intellectual property of the rightful owners. Deterministic and stochastic trends in registered patents can be used to describe a country's technological capabilities and act as a proxy for innovation. This paper presents an econometric...

Persistent link: https://www.econbiz.de/10009481202