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Multivariate semi-nonparametric distributions with dynamic conditional correlations
Brio, Esther B. del; Ñíguez, Trino-Manuel; Perote, Javier - In: International journal of forecasting 27 (2011) 2, pp. 347-364
Persistent link: https://www.econbiz.de/10009247498
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Multivariate semi-nonparametric distributions with dynamic conditional correlations
Del Brio, Esther B.; Ñíguez, Trino-Manuel; Perote, Javier - In: International journal of forecasting 27 (2011) 2, pp. 347-365
Persistent link: https://www.econbiz.de/10008782048
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On downside risk predictability through liquidity and trading activity: A dynamic quantile approach
Rubia, Antonio; Sanchis-Marco, Lidia - In: International journal of forecasting 29 (2013) 1, pp. 202-219
Persistent link: https://www.econbiz.de/10010053982
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On downside risk predictability through liquidity and trading activity : a dynamic quantile approach
Rubia, Antonio; Sanchis-Marco, Lidia - In: International journal of forecasting 29 (2013) 1, pp. 202-219
Persistent link: https://www.econbiz.de/10009706161