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(50%) Economics Department Boston, Massachusetts (United States)
RePEc:edi:edsufus (more details at EDIRC)
(50%) Economics Department Newport News, Virginia (United States)
Christopher Newport University
RePEc:edi:eccnuus (more details at EDIRC)
Research outputJump to: Working papers Articles
- Li, Longqing, 2017. "A Comparative Study of GARCH and EVT Model in Modeling Value-at-Risk," MPRA Paper 85645, University Library of Munich, Germany.
- Longqing Li, 2018. "Simulation-Based Optimal Portfolio Selection Strategy¡ªEvidence from Asian Markets," Applied Economics and Finance, Redfame publishing, vol. 5(5), pages 1-9, September.
CitationsMany of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.
- Li, Longqing, 2017.
"A Comparative Study of GARCH and EVT Model in Modeling Value-at-Risk,"
85645, University Library of Munich, Germany.
- Krzysztof Echaust & Małgorzata Just, 2020. "Value at Risk Estimation Using the GARCH-EVT Approach with Optimal Tail Selection," Mathematics, MDPI, vol. 8(1), pages 1-24, January.
- Krzysztof Echaust & Małgorzata Just, 2021. "Tail Dependence between Crude Oil Volatility Index and WTI Oil Price Movements during the COVID-19 Pandemic," Energies, MDPI, vol. 14(14), pages 1-21, July.
- Amiri , Hossein & Najafi Nejad , Mahmood & Mousavi , Seyede Mohadese, 2021. "Estimation of Value at Risk (VaR) Based On Lévy-GARCH Models: Evidence from Tehran Stock Exchange," Journal of Money and Economy, Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, vol. 16(2), pages 165-186, June.
Sorry, no citations of articles recorded.
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