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Search: subject:"Overnight risk"
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Overnight risk
5
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Peng, Wei
2
Jian, Zhihong
1
Kim, Donggyu
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Li, Xupei
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Oh, Minseog
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Peña Sánchez de Rivera, Juan Ignacio
1
Riedel, Christoph
1
Rodríguez, Rosa
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Song, Xinyu
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Wagner, Niklas F.
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Documento de trabajo / Fundación de las Cajas de Ahorros
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Economic modelling
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International review of economics & finance : IREF
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ECONIS (ZBW)
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1
Factor overnight GARCH-Itô models
Kim, Donggyu
;
Oh, Minseog
;
Song, Xinyu
;
Wang, Yazhen
-
2024
Persistent link: https://www.econbiz.de/10015338787
Saved in:
2
The impact of oil and natural gas prices on
overnight
risk
in exchange rates based on the MVMQ-CAViaR models
Peng, Wei
- In:
International review of economics & finance : IREF
86
(
2023
),
pp. 616-625
Persistent link: https://www.econbiz.de/10014434414
Saved in:
3
Sequential forecasting of downside extreme risk during overnight and daytime : evidence from the Chinese Stock Market
Jian, Zhihong
;
Li, Xupei
;
Zhu, Zhican
- In:
Pacific-Basin finance journal
64
(
2020
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012493928
Saved in:
4
Overnight exchange rate risk based on multi-quantile and joint-shock CAViaR models
Peng, Wei
;
Zeng, Yufeng
- In:
Economic modelling
80
(
2019
),
pp. 392-399
Persistent link: https://www.econbiz.de/10012200766
Saved in:
5
Risk premium, volatility and trading volume in overnight electricity forward markets
Peña Sánchez de Rivera, Juan Ignacio
;
Rodríguez, Rosa
-
2018
Persistent link: https://www.econbiz.de/10011964127
Saved in:
6
Is risk higher during non-trading periods? : the risk trade-off for intraday versus overnight market returns
Riedel, Christoph
;
Wagner, Niklas F.
- In:
Journal of international financial markets, …
39
(
2015
),
pp. 53-64
Persistent link: https://www.econbiz.de/10011475596
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