Zobrazeno 1 - 10
of 47
pro vyhledávání: '"skewed Student APARCH"'
Autor:
Higgs, Helen1 h.higgs@qui.edu.au, Worthington, Andrew C.2 andrew_worthington@uow.edu.au
Publikováno v:
Energy Journal. 2005, Vol. 26 Issue 4, p23-41. 19p. 3 Charts, 4 Graphs.
Autor:
Higgs, Helen
This thesis presents a collection of papers that has been published, accepted or submitted for publication. They assess price, volatility and market relationships in the five regional electricity markets in the Australian National Electricity Market
Externí odkaz:
http://eprints.qut.edu.au/16404/
Publikováno v:
Energy Systems; Feb2024, Vol. 15 Issue 1, p167-213, 47p
Autor:
Diamandis, Panayiotis F.1 kouretas@aueb.gr, Drakos, Anastassios A.1, Kouretas, Georgios P.1,2, Zarangas, Leonidas3
Publikováno v:
International Review of Financial Analysis. Jun2011, Vol. 20 Issue 3, p165-176. 12p.
Autor:
Giot, Pierre1,2 pierre.giot@fundp.ac.be, Laurent, Sébastien2,3 sebastien.laurent@ensae.fr
Publikováno v:
Energy Economics. Sep2003, Vol. 25 Issue 5, p435. 23p.
Autor:
Giot, Pierre1,2 pierre.giot@fundp.ac.be, Laurent, Sébastien3,4 Laurent@core.ucl.ac.be
Publikováno v:
Journal of Empirical Finance. Jun2004, Vol. 11 Issue 3, p379. 20p.
Autor:
Čech, František1,2 (AUTHOR), Baruník, Jozef1,2 (AUTHOR) barunik@utia.cas.cz
Publikováno v:
Journal of Futures Markets. Sep2019, Vol. 39 Issue 9, p1167-1189. 23p.
Autor:
Md. Danish1 mddanish@iiti.ac.in, Bhat, Aaqib Ahmad2 aaqibbhat1771@gmail.com
Publikováno v:
IUP Journal of Applied Economics. Jan2018, Vol. 17 Issue 1, p40-57. 18p.
Publikováno v:
Journal of Islamic Accounting & Business Research; 2020, Vol. 11 Issue 9, p1689-1708, 20p
Publikováno v:
International Review of Financial Analysis. 20:165-176
The financial crisis of 2007–2009 has questioned the provisions of Basel II agreement on capital adequacy requirements and the appropriateness of VaR measurement. This paper reconsiders the use of Value-at-risk as a measure for potential risk of ec
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::bca21c1e454723132e0f49714224e131
https://doi.org/10.1016/j.irfa.2011.02.009
https://doi.org/10.1016/j.irfa.2011.02.009