1 research outputs found
Are Realized Volatility Models Good Candidates for Alternative Value at Risk Prediction Strategies?
- Author
- A Balkema
- A Beltratti
- A Campel
- A Gran�
- A J Mcneil
- A M Fuertes
- Apostolos N. Refenes
- B Hill
- C Liu
- C Perignon
- C T Brownless
- C W J Granger
- D B Nelson
- D G Mcmillan
- D G Mcmillan
- D Hendricks
- D N Politis
- D P Louzis
- Dimitrios P. Louzis
- E Ghysels
- E Ghysels
- F Black
- F Corsi
- F Corsi
- F Corsi
- F X Diebold
- G Barone-Adesi
- G Barone-Adesi
- G Bekaert
- G Wu
- H Bystr�m
- J A Lopez
- J Berkowitz
- J Engel
- J Hull
- J M Zakoian
- J Marcucci
- J Pickands
- J R M Hosking
- J Y Campbell
- Jp Morgan
- K F Chan
- K Kuester
- K R French
- L Forsberg
- L Glosten
- M A Ferreira
- M Clements
- M Martens
- M Martens
- M Sarma
- N Shephard
- O E Barndorff-Nielsen
- O E Barndorff-Nielsen
- P Christofferesen
- P Christofferesen
- P Christoffersen
- P Embrechts
- P Giot
- P Giot
- P Giot
- P Giot
- P Kupiec
- P Lambert
- P R Hansen
- R F Engle
- R F Engle
- R F Engle
- R F Engle
- R F Engle
- R Gallant
- R Gencay
- R Kruse
- R L Smith
- R S Pindyck
- R Sajjad
- R T Baillie
- S Alizadeh
- S J Koopman
- S Pong
- Spyros Xanthopoulos-Sisinis
- T Angelidis
- T Bollerslev
- T Bollerslev
- T G Andersen
- T G Andersen
- T G Andersen
- T G Andersen
- T G Andersen
- T G Andersen
- T G Andersen
- U A Muller
- U A Muller
- X D Shao
- Z Ding
- Publication venue
- 'Elsevier BV'
- Publication date
- 01/01/2011
- Field of study