Narrow search
Showing 1 - 10 of 54
Cover Image
An optimization process in Value-at-Risk estimation
Huang, Alex - In: Review of financial economics : RFE 19 (2010) 3, pp. 109-116
Persistent link: https://www.econbiz.de/10008652920
Cover Image
Volatility forecasting in emerging markets with application of stochastic volatility model
Huang, Alex - In: Applied financial economics 21 (2011) 7/9, pp. 665-681
Persistent link: https://www.econbiz.de/10009153213
Cover Image
Value at risk estimation by quantile regression and kernel estimator
Huang, Alex - In: Review of quantitative finance and accounting 41 (2013) 2, pp. 225-251
Persistent link: https://www.econbiz.de/10009774455
Cover Image
Asymmetric dynamics of stock price continuation
Huang, Alex - In: Journal of banking & finance 36 (2012) 6, pp. 1839-1855
Persistent link: https://www.econbiz.de/10009616381
Cover Image
Volatility modeling by asymmetrical quadratic effect with diminishing marginal impact
Huang, Alex - In: Computational economics 37 (2011) 3, pp. 301-330
Persistent link: https://www.econbiz.de/10008902921
Cover Image
Volatility forecasting by quantile regression
Huang, Alex - In: Applied economics 44 (2012) 4/6, pp. 423-433
Persistent link: https://www.econbiz.de/10009530201
Cover Image
A value-at-risk approach with kernel estimator
Huang, Alex - In: Applied financial economics 19 (2009) 4/6, pp. 379-395
Persistent link: https://www.econbiz.de/10003828521
Cover Image
Impacts of implied volatility on stock price realized jumps
Huang, Alex - In: Economic systems 40 (2016) 4, pp. 622-630
Persistent link: https://www.econbiz.de/10011668520
Cover Image
Value at risk estimation by threshold stochastic volatility model
Huang, Alex - In: Applied economics 47 (2015) 43/45, pp. 4884-4900
Persistent link: https://www.econbiz.de/10011380922
Cover Image
Mechanisms of overpricing : An investigation on momentum crashes
Huang, Alex - In: International review of economics & finance : IREF 89 (2024) 1, pp. 118-142
Persistent link: https://www.econbiz.de/10014446417