1

Volatility and VaR forecasting in the Madrid Stock Exchange

Year:
2008
Language:
english
File:
PDF, 532 KB
english, 2008
2

Gram–Charlier densities: a multivariate approach

Year:
2009
Language:
english
File:
PDF, 1.27 MB
english, 2009
9

Evaluating monthly volatility forecasts using proxies at different frequencies

Year:
2016
Language:
english
File:
PDF, 274 KB
english, 2016
10

Pure higher-order effects in the portfolio choice model

Year:
2016
Language:
english
File:
PDF, 326 KB
english, 2016