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Volatility forecasting by quantile regression
Huang, Alex
- In:
Applied economics
44
(
2012
)
4/6
,
pp. 423-433
Persistent link: https://www.econbiz.de/10009530201
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Value at risk estimation by threshold stochastic volatility model
Huang, Alex
- In:
Applied economics
47
(
2015
)
43/45
,
pp. 4884-4900
Persistent link: https://www.econbiz.de/10011380922
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3
Volatility forecasting by quantile regression
Huang, Alex YiHou
- In:
Applied economics
44
(
2012
)
4
,
pp. 423-434
Persistent link: https://www.econbiz.de/10009817675
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