Pages that link to "Item:Q3210032"
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The following pages link to Conditional Heteroskedasticity in Asset Returns: A New Approach (Q3210032):
Displaying 5 items.
- MIDAS Regressions: Further Results and New Directions (Q130725) (← links)
- Yield curves from different bond data sets (Q2211008) (← links)
- Forecasting market risk using ultra-high-frequency data and scaling laws (Q4619546) (← links)
- A new approach to Value-at-Risk: GARCH-TSLx model with inference (Q5083929) (← links)
- Linear and nonlinear dependence in Turkish equity returns and its consequences for financial risk management (Q5952500) (← links)
