Pages that link to "Item:Q1722256"
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The following pages link to Time-varying risk attitude and conditional skewness (Q1722256):
Displaying 3 items.
- A new approach to risk-return trade-off dynamics via decomposition (Q1656505) (← links)
- Multivariate time-varying \(G\)-\(H\) copula GARCH model and its application in the financial market risk measurement (Q1665236) (← links)
- The high frequency risk attitude implied by the volatility risk premium (Q1984463) (← links)