Author： Pypko Sergii
Publisher： MDPI
E-ISSN： 1911-8074|8|3|311-336
ISSN： 1911-8074
Source： Journal of Risk and Financial Management, Vol.8, Iss.3, 2015-08, pp. : 311-336
Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.
Abstract
Related content
Asymmetric Realized Volatility Risk
By Allen David E. McAleer Michael Scharth Marcel
Journal of Risk and Financial Management, Vol. 7, Iss. 2, 2014-06 ,pp. :
Access to resources
Recommend
Asymmetry and Leverage in Conditional Volatility Models
Econometrics, Vol. 2, Iss. 3, 2014-09 ,pp. :
Forecast Combination under Heavy-Tailed Errors
By Cheng Gang Wang Sicong Yang Yuhong
Econometrics, Vol. 3, Iss. 4, 2015-11 ,pp. :
Selection Criteria in Regime Switching Conditional Volatility Models
Econometrics, Vol. 3, Iss. 2, 2015-05 ,pp. :