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| Dec 30 2022 |
Tucker S McElroy |
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Stationary parameterization of GARCH processes |
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Abstract Contact Information Citation Full Text - Note |
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| Nov 19 2017 |
Simeon Ebechidi and Eleanya K. Nduka |
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Modeling the Impact of Oil Price Shocks on Energy Sector Stock Returns: Evidence from Nigeria |
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Abstract Contact Information Citation Full Text - Note |
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| Dec 13 2015 |
Steffen Ahrens and Matthias Hartmann |
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Cross-sectional evidence on state-dependent versus time-dependent price setting |
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Abstract Contact Information Citation Full Text - Note |
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| Mar 26 2012 |
Dimitrios P. Louzis , Spyros Xanthopoulos - Sissinis and Apostolos P. Refenes |
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Stock index Value-at-Risk forecasting: A realized volatility extreme value theory approach |
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Abstract Contact Information Citation Full Text - Note |
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