Funder
Ministerio de Economía y Competitividad
Generalitat Valenciana
Banco de España
Publisher
Springer Science and Business Media LLC
Subject
Computational Mathematics,Statistics, Probability and Uncertainty,Statistics and Probability
Reference58 articles.
1. Aas K, Haff IH (2006) The generalized hyperbolic skew student’s t-distribution. J Financ Econom 4(2):275–309
2. Abad P, Benito S, Lopez C, Sanchez-Granero MA (2016) Evaluating the performance of the skewed distributions to forecast value-at-risk in the global financial crisis. J Risk 18(5):1–28
3. Abramowitz M, Stegun IA (1972) Handbook of Mathematical Functions with Formulas, Graphs, and Mathematical Tables, vol 9. Dover, New York
4. Acerbi C, Szekely B (2014) Backtesting Expected Shortfall. Publication of MSCI. https://www.msci.com/www/research-paper/research-insight-backtesting/0128184734
5. Angelidis T, Degiannakis S (2008) Volatility forecasting: intra-day versus inter-day models. J Int Financ Mark Inst Money 18(5):449–465
Cited by
2 articles.
订阅此论文施引文献
订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献