Pages that link to "Item:Q3574763"

The following pages link to Estimation of Time Varying Skewness and Kurtosis with an Application to Value at Risk (Q3574763):

Displayed 6 items.

• Practical implications of higher moments in risk management (Q413990) ‎ (← links)
• Non-negativity conditions for the hyperbolic GARCH model (Q736540) ‎ (← links)
• Bayesian estimation of generalized hyperbolic skewed student GARCH models (Q1927090) ‎ (← links)
• The long memory HEAVY process: modeling and forecasting financial volatility (Q2070693) ‎ (← links)
• Forecasting value-at-risk in turbulent stock markets via the local regularity of the price process (Q2127364) ‎ (← links)
• Adaptive hyperbolic asymmetric power ARCH (A-HY-APARCH) model: stability and estimation (Q2219432) ‎ (← links)