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Financial market volatility and inflation uncertainty
an empirical investigation -
Financial market volatility and inflation uncertainty
An empirical investigation -
Asset price volatility in EU-6 economies
how large is the role played by the ECB? -
Comparison of the accuracy in VaR forecasting for commodities using different methods of combining forecasts
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Covariance dependent kernels, a Q-affine GARCH for multi-asset option pricing
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The snp-dcc model: a new methodology for risk management and forecasting
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GARCH option pricing models with Meixner innovations
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Is the financial sector Luxembourg's engine of growth?
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Semiparametric GARCH models with long memory applied to value at risk and expected shortfall
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El impacto potencial de los movimientos de portafolio de los inversionistas extranjeros sobre la tasa de cambio en Colombia