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Journal Articles

Quantile forecasts using the Realized GARCH-EVT approach

Samit Paul, Prateek Sharma

Studies in Economics and Finance (2018) 35 (4): 481–504.

https://doi.org/10.1108/SEF-09-2016-0236

Published: 15 August 2018

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Journal Articles

Improved VaR forecasts using extreme value theory with the Realized GARCH model

Samit Paul, Prateek Sharma

Studies in Economics and Finance (2017) 34 (2): 238–259.

https://doi.org/10.1108/SEF-05-2015-0139

Published: 05 June 2017

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Journal Articles

Forecasting stock index volatility with GARCH models: international evidence

Prateek Sharma, Vipul _

Studies in Economics and Finance (2015) 32 (4): 445–463.

https://doi.org/10.1108/SEF-11-2014-0212

Published: 05 October 2015

View article titled, Forecasting stock index volatility with GARCH models: international evidence

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