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Economic benefits of using realized covariance forecasts in risk-based portfolios
Sharma, Prateek; Vipul - In: Applied economics 48 (2016) 4/6, pp. 502-516
Persistent link: https://www.econbiz.de/10011412934
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Forecasting stock market volatility using Realized GARCH model : international evidence
Sharma, Prateek; Vipul - In: The quarterly review of economics and finance : journal … 59 (2016), pp. 222-230
Persistent link: https://www.econbiz.de/10011627288
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Improved VaR forecasts using extreme value theory with the Realized GARCH model
Paul, Samit; Sharma, Prateek - In: Studies in economics and finance 34 (2017) 2, pp. 238-259
Persistent link: https://www.econbiz.de/10011822635
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Forecasting gains by using extreme value theory with realised GARCH filter
Paul, Samit; Sharma, Prateek - In: IIMB management review 33 (2021) 1, pp. 64-70
Persistent link: https://www.econbiz.de/10013205188
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Volatility forecasting performance of two-scale realized volatility
Garg, S.; Vipul - In: Applied financial economics 24 (2014) 16/18, pp. 1111-1121
Persistent link: https://www.econbiz.de/10010418949
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Forecasting performance of extreme-value volatility estimators
Vipul; Jacob, Joshy - In: The journal of futures markets 27 (2007) 11, pp. 1085-1105
Persistent link: https://www.econbiz.de/10003627061
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Volatility risk premium in Indian options prices
Garg, Sonia; Vipul - In: The journal of futures markets 35 (2015) 9, pp. 795-812
Persistent link: https://www.econbiz.de/10011392659