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Search Result for: (volatility)
Document Title Author Issue Date
Value-at-Risk Analysis of the Asymmetric Long-Me.. [Chou, Heng-Chih][Wu, Chun-Chou][Chang, Chao Chi] 7-5-2014
Value-at-Risk Computations in Stochastic Volatil.. [Luetkebohmert, Eva][Matchie, Lydienne] 3-24-2014
Multifractal Based Return Interval Approach for .. [Liu, Weijia][Chung, Chi Yung][Wen, Fushuan] 3-24-2014
Improving Volatility Forecasting of GARCH Models.. [Kosapattarapim, Chaiwat] 2-27-2014
Evaluation of Value-at-Risk Estimation Using Lon.. [Sethapramote, Yuthana][Prukumpai, Suthawan][Kanyamee, Tiwa] 2-17-2014
Forecasting Volatility with Many Predictors [Ke, Tsung-Han][Hu, Yu-Pin] 2-16-2014
Dynamic Models for Volatility and Heavy Tails [Harvey, Andrew] 2-14-2014
Mean-VAR Model with Stochastic Volatility [Ali, Hanen Ould][Jilani, Faouzi] 1-28-2014
VaR Based on SMA, EWMA and GARCH(1,1) Volatility.. [Angelovska, Julijana] 12-30-2013
Stochastic Volatility Model with Regime-Switchin.. [Nakajima, Jouchi] 12-29-2013
Financial Market Volatility and Contagion Effect.. [Chen, Wang][Wei, Yu][Lin, Yu][Lang, Qiaoqi] 12-22-2013
Consistent Estimation of the Value-at-Risk when .. [el Ghourabi, Mohamed][Francq, C_hristian][Telmoudi, Fedya] 11-10-2013
Semiparametric Conditional Quantile Models for F.. [Zikes, Filip][Barunik, Josef] 9-8-2013
Heavy-Tailed Mixture GARCH Volatility Modeling a.. [Nikolaev, Nikolay Y.][Boshnakov, Georgi N.][Zimmer, Robert] 8-11-2013
Conditional VaR using GARCH-EVT approach: Forec.. [Ben Soltane, Hela][Karaa, Adel][Bellalah, Makram] 5-28-2013
VaR and Time-Varying Volatility: A Comparative S.. [Obi, Pat][Sil, Shomir] 3-20-2013
EVT and Tail-Risk Modelling: Evidence from Marke.. [Allen, David E.][Singh, Abhay Kumar][Powell, Robert J.] 3-16-2013
Revenue Volatility and Fiscal Risks: An Applicat.. [Porter, Nathan] 2-1-2013
The Impact of Stationarity Assessment on Studies.. [Leskow, Jacek] 1-20-2013
Volatility Computed by Time Series Operators at .. [Muller, Ulrich] 1-1-2013
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