Pages that link to "Item:Q959736"

The following pages link to A conditional extreme value volatility estimator based on high-frequency returns (Q959736):

Displayed 6 items.

• Bayesian analysis of tail asymmetry based on a threshold extreme value model (Q1621333) ‎ (← links)
• Modeling maxima with autoregressive conditional Fréchet model (Q1739592) ‎ (← links)
• The contribution of intraday jumps to forecasting the density of returns (Q2181523) ‎ (← links)
• Incorporating higher moments into value-at-risk forecasting (Q3065537) ‎ (← links)
• Robust estimation with flexible parametric distributions: estimation of utility stock betas (Q3564808) ‎ (← links)
• Extreme value theory versus traditional GARCH approaches applied to financial data: a comparative evaluation (Q5746742) ‎ (← links)