Author:
Bekiros Stelios D.,Georgoutsos Dimitris A.
Subject
Economics and Econometrics,Finance
Reference22 articles.
1. Evaluating predictive performance of value-at-risk models in emerging markets: a reality check;Bao;Journal of Forecasting,2006
2. Emerging markets finance;Bekaert;Journal of Empirical Finance,2003
3. Modelling the coherence in short-run nominal exchange rates: a multivariate generalized ARCH approach;Bollerslev;Review of Economics and Statistics,1990
4. Boyer, B., Gibson, M.S., Loretan, M., 1999. Pitfalls in tests for changes in correlations. IFS Discussion Paper No. 597R. Federal Reserve Board.
5. Tail index and quantile estimation with very high frequency data;Danielsson;Journal of Empirical Finance,1997
Cited by
15 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