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Estimation and inference about tail features with tail censored data
Wang, Yulong
;
Xiao, Zhijie
-
2020
-
This version: March 2020
Persistent link: https://www.econbiz.de/10012231154
Saved in:
2
Stochastic volatility and leverage effect in energy markets : evidence from high frequency data with VaR and CVaR risk analysis
Baum, Christopher F.
;
Zerilli, Paola
;
Chen, Liyuan
-
2018
Persistent link: https://www.econbiz.de/10011891045
Saved in:
3
Leverage effects and stochastic volatility in spot oil returns : a Bayesian approach with VaR and CVaR applications
Chen, Liyuan
;
Zerilli, Paola
;
Baum, Christopher F.
-
2018
Persistent link: https://www.econbiz.de/10011891048
Saved in:
4
Evaluation and combination of conditional quantile forecast
Giacomini, Raffaella
(
contributor
); …
-
2003
Persistent link: https://www.econbiz.de/10002911904
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