| . |
Steude, Sven C.'s
Scholarly Papers
Click on the title of any column to sort the table by that
column. |
|
|
| |
|
|
Aggregate Statistics |
|
Total Downloads
255 |
Total
Citations
5 |
|
|
|
|
|
1.
|
|
|
Broda, Simon A. University of Amsterdam - Amsterdam School of Economics (ASE) Haas, Markus Ludwig Maximilians University of Munich - Department of Statistics Krause, Jochen University of Zurich - Department of Banking and Finance Paolella, Marc S. University of Zurich Steude, Sven C. University of Zurich - Department of Banking and Finance
|
| Posted: |
|
23 Sep 11
|
|
Last Revised:
|
|
18 Oct 11
|
|
211
(71,351)
|
5
|
|
| |
|
| |
Density Forecasting, Expected Shortfall, Fat Tails, ICA, GARCH, Mixtures, Portfolio Selection, Stable Paretian Distribution, Value-at-Risk
|
|
|
2.
|
|
|
Haas, Markus Ludwig Maximilians University of Munich - Department of Statistics Krause, Jochen University of Zurich - Department of Banking and Finance Paolella, Marc S. University of Zurich Steude, Sven C. University of Zurich - Department of Banking and Finance
|
|
44
(211,400)
|
|
|
| |
|
| |
GARCH, News Impact Curve, Leverage Effect, Down-Market Effect, Mixtures, Time-Varying Weights, Value-at-Risk
|
|
Records 1 -
2
of 2 matches
[
1
]
|
© 2013 Social Science Electronic Publishing, Inc. All Rights Reserved.
FAQ
Terms of Use
Privacy Policy
Copyright
This page was processed by apollo3 in 0.110 seconds
|