Pages that link to "Item:Q2480227"

The following pages link to A conditional-SGT-VaR approach with alternative GARCH models (Q2480227):

Displaying 15 items.

• Linking Tukey's legacy to financial risk measurement (Q1659149) (← links)
• Partially adaptive econometric methods for regression and classification (Q1959110) (← links)
• Nonstationary generalised autoregressive conditional heteroskedasticity modelling for fitting higher order moments of financial series within moving time windows (Q2149183) (← links)
• Intraday forecasts of a volatility index: functional time series methods with dynamic updating (Q2288944) (← links)
• Long memory and regime switching in the stochastic volatility modelling (Q2678633) (← links)
• How does the choice of Value-at-Risk estimator influence asset allocation decisions? (Q4619539) (← links)
• The generalized Gudermannian distribution: inference and volatility modelling (Q4632277) (← links)
• A new generalization of skew-<i>T</i> distribution with volatility models (Q4960607) (← links)
• Conditional higher order moments in metal asset returns (Q5001119) (← links)
• Elliptical tempered stable distribution (Q5001190) (← links)
• The skew generalized<i>t</i>distribution as the scale mixture of a skew exponential power distribution and its applications in robust estimation (Q5400793) (← links)
• Value-at-risk estimation with new skew extension of generalized normal distribution (Q5866105) (← links)
• Loss function-based change point detection in risk measures (Q6113344) (← links)
• A simulation study on the Markov regime-switching zero-drift GARCH model (Q6148769) (← links)
• A comparison of the GB2 and skewed generalized log-t distributions with an application in finance (Q6199642) (← links)