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Search Result for: (GARCH)
Document Title Author Issue Date
Estimation of Extreme Value-at-Risk: An EVT Appr.. [Yi, Yanping][Feng, Xingdong][Huang, Zhuo] 7-6-2014
VaR Prediction for Emerging Stock Markets: GARCH.. [Ergen, Ibrahim] 7-5-2014
Forecasting VaR Using Analytic Higher Moments fo.. [Alexander, Carol][Lazar, Emese][Stanescu, Silvia] 6-20-2014
Improving Volatility Forecasting of GARCH Models.. [Kosapattarapim, Chaiwat] 2-27-2014
Outliers, GARCH-Type Models and Risk Measures: A.. [Veiga, Helena][Gran, Aurea] 2-9-2014
VaR Based on SMA, EWMA and GARCH(1,1) Volatility.. [Angelovska, Julijana] 12-30-2013
A Measuring Approach of Portfolio's VaR Base.. [Wang, Ping] 12-30-2013
Forecasting Portfolio Risk Estimation by Using G.. [Azizan, Noor Azlinna][Kuang, Lee Chia][Ahmed, Zeenat] 12-25-2013
ARMAX-GARCHSK-EVT Model Based Risk Measure of El.. [Wang, Ruiqing] 10-29-2013
Theoretical and Empirical properties of Dynamic .. [Engle, Robert][Sheppard, Kevin] 10-8-2013
Estimating the Portfolio Risk with Copula-GARCH-.. [Li, Ting][Zhang, Zhigang][Zhao, Lutao] 9-14-2013
GARCH Models for Daily Stock Returns: Impact of .. [Ardia, David][Hoogerheide, Lennart] 8-18-2013
Heavy-Tailed Mixture GARCH Volatility Modeling a.. [Nikolaev, Nikolay Y.][Boshnakov, Georgi N.][Zimmer, Robert] 8-11-2013
GARCH-Extended Models: Theoretical Properties an.. [Korn, Ralf][Erlwein-Sayer, C_hristina][Nana, Giles-A. Nzouankeu] 7-31-2013
Risk Measure Estimation On Fiegarch Processes [Lopes, Silvia R.C.][Prass, Taiane S.] 7-7-2013
Forecasting Conditional Correlation for Exchange.. [Sedlak, Jan] 7-6-2013
Estimating Portfolio Value at Risk with GARCH an.. [Restrepo, Maria Isabel] 6-29-2013
Value-at-Risk Estimation Using GARCH-Type Models [Predescu, Madalina][Stancu, Stelian] 6-22-2013
GARCH Models: Structure, Statistical Inference a.. [Francq, C_hristian][Zakoïan, Jean-Michel] 6-13-2013
A Copula-GARCH Model of Conditional Dependencies.. [Haghighi, Fatemeh][Shams, Sedigheh] 6-13-2013
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