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