The following pages link to G@RCH (Q29687):
Displaying 5 items.
- Comparing stochastic volatility models through Monte Carlo simulations (Q959262) (← links)
- Global loss diversification in the insurance sector (Q1023104) (← links)
- Forecasting volatility and the risk-return tradeoff: an application on the Fama-French benchmark market return (Q1695664) (← links)
- On the order of integration of monthly US ex-ante and ex-post real interest rates: new evidence from over a century of data (Q1929021) (← links)
- Adaptive hyperbolic asymmetric power ARCH (A-HY-APARCH) model: stability and estimation (Q2219432) (← links)
