Practitioners' Corner.
- Published in:
- Journal of Financial Econometrics, 2004, v. 2, n. 1, p. 169, doi. 10.1093/jjfinec/nbh007
- By:
- Publication type:
- Article
Works matching IS 14798409 AND DT 2004 AND VI 2 AND IP 1
Results: 7
1
2
On the Out-of-Sample Importance of Skewness and Asymmetric Dependence for Asset Allocation.
- Published in:
- Journal of Financial Econometrics, 2004, v. 2, n. 1, p. 130, doi. 10.1093/jjfinec/nbh006
- By:
- Publication type:
- Article
3
Circuit Breakers and the Tail Index of Equity Returns.
- Published in:
- Journal of Financial Econometrics, 2004, v. 2, n. 1, p. 109, doi. 10.1093/jjfinec/nbh005
- By:
- Publication type:
- Article
4
Backtesting Value-at-Risk: A Duration-Based Approach.
- Published in:
- Journal of Financial Econometrics, 2004, v. 2, n. 1, p. 84, doi. 10.1093/jjfinec/nbh004
- By:
- Publication type:
- Article
5
How to Forecast Long-Run Volatility: Regime Switching and the Estimation of Multifractal Processes.
- Published in:
- Journal of Financial Econometrics, 2004, v. 2, n. 1, p. 49, doi. 10.1093/jjfinec/nbh003
- By:
- Publication type:
- Article
6
Discussion.
- Published in:
- Journal of Financial Econometrics, 2004, v. 2, n. 1, p. 37, doi. 10.1093/jjfinec/nbh002
- By:
- Publication type:
- Article
7
Power and Bipower Variation with Stochastic Volatility and Jumps.
- Published in:
- Journal of Financial Econometrics, 2004, v. 2, n. 1, p. 1, doi. 10.1093/jjfinec/nbh001
- By:
- Publication type:
- Article