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Density forecasts and the leverage effect : evidence from observation and parameter-driven volatility models
Catania, Leopoldo
;
Nonejad, Nima
- In:
The European journal of finance
26
(
2020
)
2/3
,
pp. 100-118
Persistent link: https://www.econbiz.de/10012207189
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2
A dominance test for measuring financial connectedness
Bernardi, Mauro
;
Stolfi, Paola
- In:
The European journal of finance
26
(
2020
)
2/3
,
pp. 119-141
Persistent link: https://www.econbiz.de/10012207190
Saved in:
3
Kurtosis-based projection pursuit for outlier detection in financial time series
Loperfido, Nicola
- In:
The European journal of finance
26
(
2020
)
2/3
,
pp. 142-164
Persistent link: https://www.econbiz.de/10012207191
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