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![]() Date: 2014-01-20 03:59:19Mathematical finance Financial risk Economy Finance Money Actuarial science Technical analysis Volatility Autoregressive conditional heteroskedasticity Market risk RiskMetrics Value at risk | Add to Reading List |
![]() | Ann Inst Stat Math:621–637 DOIs10463x Parameter change test for autoregressive conditional duration models Sangyeol Lee1 · Haejune Oh1DocID: 1rjRw - View Document |
![]() | Multiple-Period Market Risk Prediction under Long Memory: When VaR is Higher than Expected∗ Harald Kinateder† Niklas Wagner‡ Version: January 2014DocID: 1rjdO - View Document |
![]() | The Cross-Quantilogram: Measuring Quantile Dependence and Testing Directional Predictability between Time Series∗ Heejoon Han† Oliver Linton‡DocID: 1rgRd - View Document |
![]() | Microsoft Word - EBVM13docxDocID: 1raO6 - View Document |
![]() | A Distributional Framework for Matched Employer Employee Data ∗ St´ephane BonhommeDocID: 1r913 - View Document |