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subject:"Welt"
type:"article"
~accessRights:"free"
~person:"Cheng, Jie"
~subject:"Statistische Verteilung"
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Welt
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Cheng, Jie
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
International journal of finance & economics : IJFE
1
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ECONIS (ZBW)
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Modelling and forecasting risk dependence and portfolio VaR for cryptocurrencies
Cheng, Jie
- In:
Empirical economics : a quarterly journal of the …
65
(
2023
)
2
,
pp. 899-924
Persistent link: https://www.econbiz.de/10014329089
Saved in:
2
A latent-factor-driven endogenous regime-switching non-Gaussian model : evidence from simulation and application
Bu, Ruijun
;
Cheng, Jie
;
Jawadi, Fredj
- In:
International journal of finance & economics : IJFE
27
(
2022
)
4
,
pp. 3881-3896
Persistent link: https://www.econbiz.de/10013461280
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