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Search Results - "univariate and multivariate conditional volatility models"
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Volatility Spillovers between Energy and Agricultural Markets: A Critical Appraisal of Theory and Practice
by
Chang, Chia-Lin
,
Li, Yiying
,
McAleer, Michael
Published in
Energies (Basel)
(01.06.2018)
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Volatility Spillovers between Energy and Agricultural Markets: A Critical Appraisal of Theory and Practice
by
Chia-Lin Chang
,
Yiying Li
,
Michael McAleer
Published in
Energies
(19.06.2018)
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Single-index and portfolio models for forecasting value-at-risk thresholds
by
McAleer, Michael
,
da Veiga, Bernardo
Published in
Journal of forecasting
(01.04.2008)
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Single-index and portfolio models for forecasting value-at-risk thresholds
by
McAleer, Michael
,
da Veiga, Bernardo
Published in
Journal of Forecasting
(2008)
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