Francisco J. Climent

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
Extreme value theory versus traditional GARCH approaches applied to financial data: a comparative evaluation
Quantitative Finance
2014-02-08Paper
Volatility transmission patterns and terrorist attacks
Quantitative Finance
2009-11-16Paper


Research outcomes over time


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