Pages that link to "Item:Q3574728"
From MaRDI portal
The following pages link to Markov-Switching GARCH Modelling of Value-at-Risk (Q3574728):
Displaying 6 items.
- Practical implications of higher moments in risk management (Q413990) (← links)
- Impact of foreign exchange rate on oil companies risk in stock market: a Markov-switching approach (Q507996) (← links)
- Maximum likelihood estimation of the Markov-switching GARCH model based on a general collapsing procedure (Q1703024) (← links)
- Research on the value at risk of basis for stock index futures hedging in China based on two-state Markov process and semiparametric RS-GARCH model (Q2296591) (← links)
- Forecasting market risk using ultra-high-frequency data and scaling laws (Q4619546) (← links)
- Performance of MS-GARCH Models: Bayesian MCMC-Based Estimation (Q5049444) (← links)
