Pages that link to "Item:Q951384"
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The following pages link to Conditional volatility, skewness, and kurtosis: Existence, persistence, and comovements (Q951384):
Displaying 16 items.
- Neural network copula portfolio optimization for exchange traded funds (Q4554457) (← links)
- AN IMPROVED GENERALIZED SPECTRAL TEST FOR CONDITIONAL MEAN MODELS IN TIME SERIES WITH CONDITIONAL HETEROSKEDASTICITY OF UNKNOWN FORM (Q4562558) (← links)
- How does the choice of Value-at-Risk estimator influence asset allocation decisions? (Q4619539) (← links)
- Portfolio selection with commodities under conditional copulas and skew preferences (Q4683000) (← links)
- A variance frontier model of market volatility: an empirical application (Q4848440) (← links)
- Approximation methods for multiple period Value at Risk and Expected Shortfall prediction (Q5001182) (← links)
- On improved volatility modelling by fitting skewness in ARCH models (Q5037037) (← links)
- Dynamic quantile function models (Q5039628) (← links)
- COMPARING THE SMALL-SAMPLE ESTIMATION ERROR OF CONCEPTUALLY DIFFERENT RISK MEASURES (Q5157840) (← links)
- Independent Factor Autoregressive Conditional Density Model (Q5863555) (← links)
- An efficient integrated nonparametric entropy estimator of serial dependence (Q5864646) (← links)
- An Extensive Comparison of Some Well‐Established Value at Risk Methods (Q6088259) (← links)
- Augmenting the realized-GARCH: the role of signed-jumps, attenuation-biases and long-memory effects (Q6138236) (← links)
- Estimación bayesiana de un Modelo Garch-M Bivariado (Q6203167) (← links)
- Regulating stochastic clocks§ (Q6592292) (← links)
- Generalized Autoregressive Positive-valued Processes (Q6626246) (← links)
