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The information content of the VDAX volatility index and backtesting daily value-at-risk models
Badshah, Ihsan Ullah - In: International journal of financial markets and derivatives 4 (2015) 3/4, pp. 213-230
Persistent link: https://www.econbiz.de/10011545996
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Asymmetries of the intraday return-volatility relation
Badshah, Ihsan Ullah; Frijns, Bart; Knif, Johan; … - In: International review of financial analysis 48 (2016), pp. 182-192
Persistent link: https://www.econbiz.de/10011624483