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702 积分 2023-11-15 加入
Finite Mixture Distributions
5天前
已完结
Powerful Backtests for Historical Simulation Expected Shortfall Models
6天前
已完结
Does modeling a structural break improve forecast accuracy?
7天前
已完结
Measuring financial contagion: A Copula approach
7天前
已完结
Advances in Forecasting under Instability
9天前
已完结
Measuring financial contagion: A Copula approach
11天前
已完结
The Copula-GARCH model of conditional dependencies: An international stock market application
11天前
已完结
Markov Switching Garch Models: Higher Order Moments, Kurtosis Measures, and Volatility Evaluation in Recessions and Pandemic
11天前
已完结
Forecasting stock market volatility with regime-switching GARCH-MIDAS: The role of geopolitical risks
11天前
已完结
Oil price volatility and macroeconomic fundamentals: A regime switching GARCH-MIDAS model
11天前
已完结
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