The following pages link to MSC (Q28130):
Displaying 4 items.
- Comparison of value-at-risk models using the MCS approach (Q736648) (← links)
- A change-point approach for the identification of financial extreme regimes (Q2077439) (← links)
- Modeling returns volatility: realized GARCH incorporating realized risk measure (Q2150399) (← links)
- Data cloning estimation for asymmetric stochastic volatility models (Q5861027) (← links)