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Exact Elliptical Distributions for Models of Conditionally Random Financial Volatility · Study

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PreprintExact Elliptical Distributions for Models of Conditionally Random Financial Volatility

George A. Christodoulakis2022

OA

Preprintgreen2022

Exact Elliptical Distributions for Models of Conditionally Random Financial Volatility

George A. Christodoulakis · Stephen Satchell

34 citations·0/0 files stored·SSRN Electronic Journal

No readable copy stored yet — this record is metadata only.

Financial Risk and Volatility Modeling Stochastic processes and financial applications Complex Systems and Time Series Analysis

Abstract

No abstract was published for this record.

Citations in this library

Stored only when both papers are in the corpus — 34 citations exist upstream.

References

2006Bank-specific, industry-specific and macroeconomic determinants of bank profitability 2022Bank-Specific, Industry-Specific and Macroeconomic Determinants of Bank Profitability 2004Financial markets and economic growth in Greece, 1986–1999 2005Wage Rigidity and Monetary Union 2005Changes in financial structure and asset price substitutability: A test of the bank lending channel 2007Regional Integration Challenges in South East Europe: Banking Sector Trends 2005Testing long-run purchasing power parity under exchange rate targeting 2022EMU Strategies: Lessons from Past Experience in View of EU Enlargement

Cited by

2006Europe’s hard fix: the Euro area

Details

Year2022

Typepreprint

Published2022-01-01

VenueSSRN Electronic Journal

ISSN-L1556-5068

Languageen

Citations34

Files0 public / 0

ShelfFinancial Risk and Volatility Modeling

Identifiers

doi10.2139/ssrn.4162384

openalex_workW1514912238

Links

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