Pages that link to "Item:Q5697593"
From MaRDI portal
The following pages link to Multiperiod conditional distribution functions for conditionally normal GARCH(1, 1) models (Q5697593):
Displayed 3 items.
- Serial dependence in ARCH-models as measured by tail dependence coefficients (Q2271709) (← links)
- Value-at-Risk-efficient portfolios for a class of super- and sub-exponentially decaying assets return distributions (Q4647593) (← links)
- Approximation methods for multiple period Value at Risk and Expected Shortfall prediction (Q5001182) (← links)
