On a GJR-GARCH Model with the Standardized Pearson Type IV Distribution-Reference-Cited by-同舟云学术

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On a GJR-GARCH Model with the Standardized Pearson Type IV Distribution

Published:2013 Issue: Volume: Page:
ISSN:1556-5068
Container-title:SSRN Electronic Journal
language:en
Short-container-title:SSRN Journal

Author:

Stavroyiannis Stavros

Publisher

Elsevier BV

Reference52 articles.

1. Forecasting Financial Market Volatility: Sample Frquency vis-�-vis Forecast Horizon;T G Andersen;Journal of Empirical Finance,1999

2. Thinking Coherently;P Artzner;Risk,1997

3. Coherent Measures of Risk;P Artzner;Mathematical Finance,1999

4. Mean Reversion and the Distribution of United Kingdom Stock Index Returns;D Ashton;Journal of Business Finance & Accounting,2006

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

1. Variance Risk Measures with the Standardized Pearson Type IV Distribution;SSRN Electronic Journal;2014

2. A Note on the Cumulative Distribution Function of the Pearson Type IV Distribution for Financial Applications;SSRN Electronic Journal;2014

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