21 – 25 of 25
- show: 10
- |
- sort: year (new to old)
Close
Embed this list
<iframe src=" "
width=" "
height=" "
allowtransparency="true"
frameborder="0">
</iframe>
- « previous
- 1
- 2
- 3
- next »
- 2010
-
Mark
In-sample Properties of the Berkowitz Density Forecast Test
(
- Chapter in Book/Report/Conference proceeding › Paper in conference proceeding
- 2009
-
Mark
Measuring Event Risk
(
- Contribution to journal › Article
-
Mark
Value at Risk with time varying variance, skewness and kurtosis-the NIG-ACD model
(
- Contribution to journal › Article
-
Mark
Is the VIX futures market able to predict the VIX index? A test of the expectation hypothesis
(
- Contribution to journal › Article
- 2006
-
Mark
GARCH forecasting under different distribution assumptions
(
- Contribution to journal › Article
- « previous
- 1
- 2
- 3
- next »