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source:"econis"
subject:"Kapitaleinkommen"
~person:"Agbeyegbe, Terence D."
~person:"Bond, Shaun A."
~type_genre:"Book section"
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Forecasting volatility in the financial markets
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The economics of the global environment : catastrophic risks in theory and policy
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ECONIS (ZBW)
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Modeling US stock market volatility-return dependence using conditional copula and quantile regression
Agbeyegbe, Terence D.
- In:
The economics of the global environment : catastrophic …
,
(pp. 597-621)
.
2016
Persistent link: https://www.econbiz.de/10011730810
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An econometric model of downside risk
Bond, Shaun A.
- In:
Forecasting volatility in the financial markets
,
(pp. 301-331)
.
2007
Persistent link: https://www.econbiz.de/10003873001
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