Many consumers have shown positive attitudes towards green consumption; however, these attitudes do not necessarily translate into intentions or behaviors. To analyze this attitude-intention and hence behavior gap, this paper employs behavioral reasoning theory which extends the traditional...

This paper studies the performance of hybrid methods combining normal and non-normal GARCH-type filters with extreme value theory (EVT) in predicting VaRs of four major stock indices in Chinese stock market. Based on the out-of-sample VaR forecasts results over the 24 models considered, we find...