On the speculative nature of cryptocurrencies: A study on Garman and Klass volatility measure
Model Selection based on Value-at-risk Backtesting Approach for GARCH-Type models.
Modelling and Forecasting Count Data with a Model based on Multivariate Power-Normal Distribution: A Comparative Study with An Application
Efficient estimation of financial risk by regressing the quantiles of parametric distributions: An application to CARR models
