1

Volatility forecasting for risk management

Year:
2003
Language:
english
File:
PDF, 166 KB
english, 2003
2

Model Choice and Value-at-Risk Performance

Year:
2002
Language:
english
File:
PDF, 291 KB
english, 2002
3

Multivariate GARCH models: software choice and estimation issues

Year:
2003
Language:
english
File:
PDF, 90 KB
english, 2003
4

The Effect of Asymmetries on Optimal Hedge Ratios

Year:
2002
Language:
english
File:
PDF, 709 KB
english, 2002
5

Model Choice and Value-at-Risk Performance

Year:
2002
Language:
english
File:
PDF, 1.82 MB
english, 2002
6

The trading profitability of forecasts of the gilt–equity yield ratio

Year:
2001
Language:
english
File:
PDF, 861 KB
english, 2001
7

The Effect of Asymmetries on Stock Index Return Value‐at‐Risk Estimates

Year:
2003
Language:
english
File:
PDF, 576 KB
english, 2003
10

Benchmarks and the accuracy of GARCH model estimation

Year:
2001
Language:
english
File:
PDF, 81 KB
english, 2001