Pages that link to "Item:Q2722298"
From MaRDI portal
The following pages link to An application of three bivariate time-varying volatility models (Q2722298):
Displaying 4 items.
- Bayesian comparison of bivariate ARCH-type models for the main exchange rates in Poland (Q1886291) (← links)
- Drawdown risk measures for asset portfolios with high frequency data (Q6110761) (← links)
- A semi-Markovian approach to drawdown-based measures (Q6497556) (← links)
- Analyzing return asymmetry and quantiles through stochastic volatility models using asymmetric Laplace error via uniform scale mixtures (Q6574659) (← links)
