SOAS Research Online
A Free Database of the Latest Research by SOAS Academics and PhD Students
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Number of items: 2.
Journal Article
Mitrodima, Gelly and Oberoi, Jaideep Singh (2024) 'CAViaR models for Value-at-Risk and Expected Shortfall with long range dependency features.' Journal of the Royal Statistical Society Series C: Applied Statistics, 73 (1). 1 -27.
Jayakody, Shashitha, Morelli, David, Nica, Melania and Oberoi, Jaideep Singh (2023) 'Trust and employment protection legislation.' Economics Letters, 234. p. 111441.