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Evaluation of realized multi-power variations in minimum variance hedging
Hung, Jui-Cheng
- In:
Economic modelling
51
(
2015
),
pp. 672-679
Persistent link: https://www.econbiz.de/10011476357
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2
Empirical analysis of jump dynamics, heavy-tails and skewness on value-at-risk estimation
Su, Jung-Bin
;
Hung, Jui-Cheng
- In:
Economic modelling
28
(
2011
)
3
,
pp. 1117-1131
Persistent link: https://www.econbiz.de/10008893619
Saved in:
3
Empirical analysis of jump dynamics, heavy-tails and skewness on value-at-risk estimation
Su, Jung-Bin
;
Hung, Jui-cheng
- In:
Economic modelling
28
(
2011
)
3
,
pp. 1117-1130
Persistent link: https://www.econbiz.de/10009271254
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