The following pages link to (Q3118896):
Displaying 16 items.
- Mean-univariate GARCH VaR portfolio optimization: actual portfolio approach (Q342374) (← links)
- Volatility modeling with leverage effect under Laplace errors (Q1695695) (← links)
- Market risk management in a post-Basel II regulatory environment (Q1752906) (← links)
- Expected shortfall: heuristics and certificates (Q1754277) (← links)
- A multivariate conditional autoregressive range model (Q1927776) (← links)
- Equity returns and sentiment (Q2148731) (← links)
- Computation of the corrected Cornish-Fisher expansion using the response surface methodology: application to \textit{VaR} and \textit{CVaR} (Q2288917) (← links)
- High-dimensional minimum variance portfolio estimation based on high-frequency data (Q2294454) (← links)
- Intertemporal choice of fuzzy soft sets (Q2333748) (← links)
- Two maxentropic approaches to determine the probability density of compound risk losses (Q2347057) (← links)
- Testing high-dimensional covariance matrices under the elliptical distribution and beyond (Q2658752) (← links)
- The dynamics of ex-ante weighted spread: an empirical analysis (Q4991045) (← links)
- A closed-form quasi-maximum likelihood estimator of bid-ask spread (Q5082874) (← links)
- SIGN-BASED UNIT ROOT TESTS FOR EXPLOSIVE FINANCIAL BUBBLES IN THE PRESENCE OF DETERMINISTICALLY TIME-VARYING VOLATILITY (Q5218427) (← links)
- Testing VaR Under Basel III with Application to No-Failure Setting (Q5240334) (← links)
- Multivariate Hill Estimators (Q6064653) (← links)
