1

Systemic risk measurement: Multivariate GARCH estimation of CoVaR

Year:
2013
Language:
english
File:
PDF, 1.09 MB
english, 2013
2

On the Revelation of Private Information in the U.S. Crop Insurance Program

Year:
2007
Language:
english
File:
PDF, 149 KB
english, 2007
3

Trading collar, intraday periodicity and stock market volatility

Year:
2004
Language:
english
File:
PDF, 110 KB
english, 2004
11

On the Revelation of Private Information in the U.S. Crop Insurance Program

Year:
2007
Language:
english
File:
PDF, 1.74 MB
english, 2007
13

NYSE Rule 80A restrictions on index arbitrage and market linkage

Year:
2009
Language:
english
File:
PDF, 169 KB
english, 2009
17

A more accurate benchmark for daily electricity demand forecasts

Year:
2011
Language:
english
File:
PDF, 221 KB
english, 2011
22

Systemic Risk Measurement: Multivariate GARCH Estimation of CoVaR

Year:
2012
Language:
english
File:
PDF, 382 KB
english, 2012