Pages that link to "Item:Q5881616"
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The following pages link to Volatility Feedback and Risk Premium in GARCH Models with Generalized Hyperbolic Distributions (Q5881616):
Displayed 3 items.
- The risk return relationship: evidence from index returns and realised variances (Q2338525) (← links)
- Risk shocks with time-varying higher moments (Q2697079) (← links)
- SPATIAL DEPENDENCE AND AGGREGATION IN WEATHER RISK HEDGING: A LÉVY SUBORDINATED HIERARCHICAL ARCHIMEDEAN COPULAS (LSHAC) APPROACH (Q4562955) (← links)