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3 research outputs found
Structural breaks and GARCH models of exchange rate volatility
Author
Andersen
Andersen
+64 more
Andreou
Awartani
Baillie
Baillie
Baillie
Berkes
Bollerslev
Bollerslev
Christoffersen
Clark
Clark
Clark
Clark
Corradi
Corradi
de Pooter
Diebold
Diebold
Engle
Engle
Franses
Giacomini
Glosten
González-Rivera
Haas
Hansen
Hansen
Hansen
Hendry
Hillebrand
Hwang
Inclán
Jensen
Klaassen
Kokoszka
Lamoureux
Lee
Lundberg
Marcucci
McCracken
Mikosch
Mikosch
Mittnik
Neely
Newey
Patton
Perron
Pesaran
Pesaran
Pesaran
Politis
Rich
Rich
RiskMetrics Group
Sansó
St??ric??
St??ric??
St??ric??
Stock
Straumann
West
West
West
White
Publication venue
'Wiley'
Publication date
01/01/2008
Field of study
No full text
Crossref
Flexible Dependence Modeling of Operational Risk Losses and Its Impact on Total Capital Requirements
Author
A Chapelle
A Frachot
+45 more
A Genz
A J Mcneil
A J Mcneil
A Panagiotelis
A Sklar
C Czado
Claudia Czado
D Kurowicka
D Kurowicka
E C Brechmann
E C Brechmann
E Cope
E Gourier
Eike Christian Brechmann
F Aue
H Joe
H Joe
H Joe
H Joe
J Di�mann
J St�ber
J T Grogger
J.-F Mai
K Aas
K Fang
L Valle
M Hofert
N Johnson
P Artzner
P C Consul
P Embrechts
P Embrechts
P K Deb
P X
R B Nelsen
R Giacometti
S A Klugman
S Daul
S Mittnik
Sandra Paterlini
T Bedford
T Bedford
V Chavez-Demoulin
V Erhardt
X Luo
Publication venue
'Elsevier BV'
Publication date
01/01/2013
Field of study
No full text
Crossref
Value at Looking Back: Towards an Empirical Validation of the Role of Reflexivity in Econo-Historic Backtesting: Economic Market Prediction Corrections Correlate with Future Market Performance
Author
A M Shaikh
A M Shaikh
+52 more
A M Shaikh
A Sen
C P Kwong
C Von Weizs�cker
D Held
D Kahneman
D Ricardo
D Soskice
E B Chilcote
E K Hunt
E Kauder
G Miller
G Orwell
G Soros
G Soros
G Soros
G Soros
G Soros
H D Kurz
H J Sherman
H Minsky
J A Schumpeter
J E Stiglitz
J M Keynes
J M Leonhardt
J M Puaschunder
J Urry
Julia M. Puaschunder
K Marx
K S Okamoto
L H Summers
L L Pasinetti
M A Centeno
M A Centeno
M Bienenfeld
M H Dobb
M Kalecki
O Blanchard
P Sraffa
Ph Arestis
Ph Armstrong
R Benabou
R Brenner
R Brenner
R Fowler
R Gilpin
R M Goodwin
St Mittnik
T Cozzi
W Leontief
W P Cockshott
W Semmler
Publication venue
'Elsevier BV'
Publication date
01/01/2018
Field of study
No full text
Crossref
No full text
