Author:
Alexander Carol,Lazar Emese,Stanescu Silvia
Subject
Business and International Management
Reference82 articles.
1. Modelling regime-specific stock price volatility;Alexander;Oxford Bulletin of Economics and Statistics,2009
2. Forecasting var using analytic higher moments for GARCH processes;Alexander;International Review of Financial Analysis,2013
3. Answering the critics: Yes ARCH models do provide good volatility forecasts;Andersen;International Economic Review,1998
4. Parametric and non-parametric volatility measurement;Andersen,2009
5. Asymptotic theory of certain “goodness of fit” criteria based on stochastic processes;Anderson;The Annals of Mathematical Statistics,1952
Cited by
11 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