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Oil volatility risk and stock market volatility predictability : evidence from G7 countries
Feng, Jiabao, (2017)
Predicting stock realized variance based on an asymmetric robust regression approach
Zhang, Yaojie, (2023)
Stock market volatility and equity returns : evidence from a two-state Markov-switching model with regressors
Liu, Xinyi, (2012)
An optimization process in Value-at-Risk estimation
Huang, Alex, (2010)
Value at risk estimation by quantile regression and kernel estimator
Huang, Alex, (2013)
Asymmetric dynamics of stock price continuation
Huang, Alex, (2012)