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Modelling The Absolute Returns Of Different Stock Indices: Exploring The Forecastability Of An Alternative Measure Of Risk

机译：对不同股票指数的绝对收益建模：探索另一种风险度量的可预测性

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Clive W.J. Granger; Clive W. J. Granger;
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年度 1999
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1. Modelling the Absolute Returns of Different Stock Indices: Exploring the Forecastability of an Alternative Measure of Risk [J] . Clive W. J. Granger, Chor-Yiu Sin Journal of Forecasting . 2000,第4期

机译：对不同股票指数的绝对收益建模：探索替代风险度量的可预测性
2. Extreme dependence in investor attention and stock returns ? consequences for forecasting stock returns and measuring systemic risk [J] . Quantitative finance . 2020,第3期

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3. GARCH models for daily stock returns: Impact of estimation frequency on Value-at-Risk and Expected Shortfall forecasts [J] . David Ardia, Lennart F. Hoogerheide Economics letters . 2014,第2期

机译：每日股票收益率的GARCH模型：估算频率对风险价值和预期短缺预测的影响
4. Measure the Market Risk of the Options on Stock Indices Based on GJR-GARCH Model and Monte Carlo Simulation [C] . Qiang Li, Shaoxian Xia Symposium of Risk Analysis and Risk Management in Western China . 2018

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5. The risks of investing in emerging markets: Essay I. The role of insider ownership: An international perspective. Essay II. Conditional risk premiums of Asian real estate stocks. Essay III. The risk and return of emerging markets property stock indices. [D] . Hu, Jiawei. 2000

机译：投资新兴市场的风险：论文一。内部人所有权的作用：国际视角。论文二。亚洲房地产股票的有条件风险溢价。论文三。新兴市场房地产股指的风险和回报。
6. Modeling Markov Switching ARMA-GARCH Neural Networks Models and an Application to Forecasting Stock Returns [O] . Melike Bildirici, Özgür Ersin -1

机译：Markov转换ARMA-GARCH神经网络模型的建模及其在股票收益预测中的应用
7. GARCH models for daily stock returns: Impact of estimation frequency on Value-at-Risk and Expected Shortfall forecasts [O] . Ardia, D., Hoogerheide, L.F. 2014

机译：每日股票收益率的GARCH模型：估算频率对风险价值和预期短缺预测的影响

Modelling The Absolute Returns Of Different Stock Indices: Exploring The Forecastability Of An Alternative Measure Of Risk

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