Forecasting market risk using ultra-high-frequency data and scaling laws (Q4619546): Difference between revisions

@@ Property / author @@
-Yi-Yun Chen
@@ Property / author: Yi-Yun Chen / rank @@
-Normal rank
@@ Property / author @@
+Yi-Yun Chen
@@ Property / author: Yi-Yun Chen / rank @@
+Normal rank
@@ Property / describes a project that uses @@
+plfit
@@ Property / describes a project that uses: plfit / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1080/14697688.2018.1453166
+Normal rank
@@ Property / OpenAlex ID @@
+W2801903755
@@ Property / OpenAlex ID: W2801903755 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3524408
@@ Property / cites work: Q3524408 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3395941
@@ Property / cites work: Q3395941 / rank @@
+Normal rank
@@ Property / cites work @@
+Processes of normal inverse Gaussian type
@@ Property / cites work: Processes of normal inverse Gaussian type / rank @@
+Normal rank
@@ Property / cites work @@
+Generalized autoregressive conditional heteroscedasticity
+Normal rank
@@ Property / cites work @@
+Power-Law Distributions in Empirical Data
@@ Property / cites work: Power-Law Distributions in Empirical Data / rank @@
+Normal rank
@@ Property / cites work @@
+Empirical properties of asset returns: stylized facts and statistical issues
+Normal rank
@@ Property / cites work @@
+Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
+Normal rank
@@ Property / cites work @@
+Multi-scaling in finance
@@ Property / cites work: Multi-scaling in finance / rank @@
+Normal rank
@@ Property / cites work @@
+Q3515762
@@ Property / cites work: Q3515762 / rank @@
+Normal rank
@@ Property / cites work @@
+Conditional Heteroskedasticity in Asset Returns: A New Approach
+Normal rank
@@ Property / cites work @@
+Markov-Switching GARCH Modelling of Value-at-Risk
@@ Property / cites work: Markov-Switching GARCH Modelling of Value-at-Risk / rank @@
+Normal rank
@@ Property / cites work @@
+MANAGING BOTH SIGN AND SIZE OF FLUCTUATIONS WITHIN THE n-ZIPF FRAMEWORK
+Normal rank
@@ Property / Wikidata QID @@
+Q129912512
@@ Property / Wikidata QID: Q129912512 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:4619546