Outliers, GARCH-Type Models and Risk Measures: A Comparison of Several Approaches
Aurea Grane,
Helena Veiga
Journal Of Empirical Finance,
vol. 26, 2014, p. 26-40.
Asymmetry, Realised Volatility and Stock Return Risk Estimates
Aurea Grane,
Helena Veiga
Portuguese Economic Journal,
vol. 11, 2012, p. 147-164.
Accurate Minimum Capital Risk Requirements: A Comparison of Several Approaches
Aurea Grane,
Helena Veiga
Journal of Banking and Finance,
vol. 32, 2008, p. 2482-2492.