Pages that link to "Item:Q2480221"
From MaRDI portal
The following pages link to Modeling the dynamics of interest rate volatility with skewed fat-tailed distributions (Q2480221):
Displaying 6 items.
- A conditional extreme value volatility estimator based on high-frequency returns (Q959736) (← links)
- On Chinese stock markets: how have they evolved over time? (Q1621929) (← links)
- Implications of implicit credit spread volatilities on interest rate modelling (Q1694952) (← links)
- Model selection based on value-at-risk backtesting approach for GARCH-type models (Q2190298) (← links)
- Computation and application of copula-based weighted average quantile regression (Q2515106) (← links)
- An Extreme Value Approach to Estimating Interest-Rate Volatility: Pricing Implications for Interest-Rate Options (Q3116080) (← links)