Pages that link to "Item:Q4687640"
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The following pages link to The impact of parameter and model uncertainty on market risk predictions from GARCH‐type models (Q4687640):
Displaying 4 items.
- The path of financial risk spillover in the stock market based on the R-vine-copula model (Q2144982) (← links)
- LOCAL HEDGING OF VARIABLE ANNUITIES IN THE PRESENCE OF BASIS RISK (Q4562946) (← links)
- Bayesian Forecasting for Financial Risk Management, Pre and Post the Global Financial Crisis (Q4687293) (← links)
- Predicting the Distribution of Stock Returns: Model Formulation, Statistical Evaluation, VaR Analysis and Economic Significance (Q4687541) (← links)
