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Comparing Artificial Intelligence Systems for Stock Portfolio Selection
Tseng, Chiu-Che - Society for Computational Economics - SCE - 2003
Persistent link: https://www.econbiz.de/10005345664
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CAViaR : conditional autoregressive value at risk by regression quantiles
Engle, Robert F.; Manganelli, Simone - 1999
Persistent link: https://www.econbiz.de/10001441337
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Arbitrage valuation of variance forecasts with simulated options
Engle, Robert F. (contributor) - 1992 - Rev
Persistent link: https://www.econbiz.de/10000841635
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Valuation of variance forecasts with simulated option markets
Engle, Robert F.; Hong, Che-hsiung T.; Kane, Alex - 1990
Persistent link: https://www.econbiz.de/10000790825
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Modelling the persistence of conditional variances
Engle, Robert F. - In: Econometric reviews 5 (1986) 1, pp. 1-50
Persistent link: https://www.econbiz.de/10001016525
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Arbitrage valuation of variance forecasts with simulated options
Engle, Robert F. (contributor) - In: Advances in futures and options research : a research annual 6 (1993), pp. 393-415
Persistent link: https://www.econbiz.de/10001145819
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Value at risk models in finance
Manganelli, Simone; Engle, Robert F. - 2001
Persistent link: https://www.econbiz.de/10001626397
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CAViaR : conditional value at risk by quantile regression
Engle, Robert F.; Manganelli, Simone - 1999
Persistent link: https://www.econbiz.de/10001415135
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A comparison of value-at-risk models in finance
Manganelli, Simone; Engle, Robert F. - In: Risk measures for the 21st century, (pp. 123-144). 2004
Persistent link: https://www.econbiz.de/10002081530
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CAViaR: conditional autoregressive value at risk by regression quantiles
Engle, Robert F.; Manganelli, Simone - In: Journal of business & economic statistics : JBES ; a … 22 (2004) 4, pp. 367-381
Persistent link: https://www.econbiz.de/10002372839