EVALUATING THE ACCURACY OF TAIL RISK FORECASTS FOR SYSTEMIC RISK MEASUREMENT.
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- Annals of Financial Economics, 2018, v. 13, n. 2, p. N.PAG, doi. 10.1142/S2010495218500094
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- Article
Works matching IS 20104952 AND DT 2018 AND VI 13 AND IP 2
Results: 5
1
2
NON-PARAMETRIC MULTIPLE CHANGE POINT ANALYSIS OF THE GLOBAL FINANCIAL CRISIS.
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- Annals of Financial Economics, 2018, v. 13, n. 2, p. N.PAG, doi. 10.1142/S2010495218500082
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- Publication type:
- Article
3
A NOTE ON THE LSE OF THREE-REGIME TAR MODEL WITH AN INFINITE VARIANCE.
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- Annals of Financial Economics, 2018, v. 13, n. 2, p. N.PAG, doi. 10.1142/S2010495218500070
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- Article
4
HERDING IN CRYPTO-CURRENCY MARKETS.
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- Annals of Financial Economics, 2018, v. 13, n. 2, p. N.PAG, doi. 10.1142/S2010495218500069
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- Article
5
THIS TIME IT IS DIFFERENT! OR NOT? DISCOUNTING PAST DATA WHEN PREDICTING THE FUTURE.
- Published in:
- Annals of Financial Economics, 2018, v. 13, n. 2, p. N.PAG, doi. 10.1142/S2010495218500057
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- Publication type:
- Article