Add to ORKGSIGLEAvailable from Bibliothek des Instituts fuer Weltwirtschaft, ZBW, Duesternbrook Weg 120, D-24105 Kiel W 1190 (23) / FIZ - Fachinformationszzentrum Karlsruhe / TIB - Technische InformationsbibliothekDEGerman
Assume that returns on an asset are given by rt = µ+ σtt as we did last week. In GARCH-type models, ...
Volatility Forecasting is an interesting challenging topic in current financial instruments as it is...
The GARCH and stochastic volatility (SV) models are two competing, well-known and often used models ...
We establish a relation between stochastic volatility models and the class of generalized hyperbolic...
SIGLEAvailable from Bibliothek des Instituts fuer Weltwirtschaft, ZBW, D-21400 Kiel W 716 (103) / FI...
SIGLEAvailable from Bibliothek des Instituts fuer Weltwirtschaft, ZBW, Duesternbrook Weg 120, D-2410...
The mixture structure of the generalized hyperbolic distribution of Barndorff-Nielsen (1997) is expl...
We establish a relation between stochastic volatility models and the class of generalized hyperbolic...
We establish a relation between stochastic volatility models and the class of generalized hyperbolic...
Forecasting volatility with precision in financial market is very important. This paper examines the...
The paper is devoted to the modern methods of Value-at-Risk calculation using different cases of Gen...
This work consists of four articles concerning Gaussian probability laws with stochastic means and v...
This work consists of four articles concerning Gaussian probability laws with stochastic means and v...
This work consists of four articles concerning Gaussian probability laws with stochastic means and v...
The paper is devoted to the modern methods of Value-at-Risk calculation using different cases of Gen...
Assume that returns on an asset are given by rt = µ+ σtt as we did last week. In GARCH-type models, ...
Volatility Forecasting is an interesting challenging topic in current financial instruments as it is...
The GARCH and stochastic volatility (SV) models are two competing, well-known and often used models ...
We establish a relation between stochastic volatility models and the class of generalized hyperbolic...
SIGLEAvailable from Bibliothek des Instituts fuer Weltwirtschaft, ZBW, D-21400 Kiel W 716 (103) / FI...
SIGLEAvailable from Bibliothek des Instituts fuer Weltwirtschaft, ZBW, Duesternbrook Weg 120, D-2410...
The mixture structure of the generalized hyperbolic distribution of Barndorff-Nielsen (1997) is expl...
We establish a relation between stochastic volatility models and the class of generalized hyperbolic...
We establish a relation between stochastic volatility models and the class of generalized hyperbolic...
Forecasting volatility with precision in financial market is very important. This paper examines the...
The paper is devoted to the modern methods of Value-at-Risk calculation using different cases of Gen...
This work consists of four articles concerning Gaussian probability laws with stochastic means and v...
This work consists of four articles concerning Gaussian probability laws with stochastic means and v...
This work consists of four articles concerning Gaussian probability laws with stochastic means and v...
The paper is devoted to the modern methods of Value-at-Risk calculation using different cases of Gen...
Assume that returns on an asset are given by rt = µ+ σtt as we did last week. In GARCH-type models, ...
Volatility Forecasting is an interesting challenging topic in current financial instruments as it is...
The GARCH and stochastic volatility (SV) models are two competing, well-known and often used models ...