1

Stress-Testing With Parametric Models and Fully Flexible Probabilities

Year:
2017
Language:
english
File:
PDF, 23.31 MB
english, 2017
3

Stress-Testing with Parametric Models and Flexible Probabilities

Year:
2016
Language:
english
File:
PDF, 281 KB
english, 2016
5

Regime changes in Bitcoin GARCH volatility dynamics

Year:
2018
Language:
english
File:
PDF, 549 KB
english, 2018
13

Markov-Switching GARCH Models in R: The MSGARCH Package

Year:
2016
Language:
english
File:
PDF, 1.13 MB
english, 2016