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

From MaRDI portal
Import240304020342 (talk | contribs)
Set profile property.
Created claim: Wikidata QID (P12): Q129912512, #quickstatements; #temporary_batch_1731336116032
 
(2 intermediate revisions by 2 users not shown)
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1080/14697688.2018.1453166 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W2801903755 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3524408 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3395941 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Processes of normal inverse Gaussian type / rank
 
Normal rank
Property / cites work
 
Property / cites work: Generalized autoregressive conditional heteroscedasticity / rank
 
Normal rank
Property / cites work
 
Property / cites work: Power-Law Distributions in Empirical Data / rank
 
Normal rank
Property / cites work
 
Property / cites work: Empirical properties of asset returns: stylized facts and statistical issues / rank
 
Normal rank
Property / cites work
 
Property / cites work: Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Multi-scaling in finance / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3515762 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Conditional Heteroskedasticity in Asset Returns: A New Approach / rank
 
Normal rank
Property / cites work
 
Property / cites work: Markov-Switching GARCH Modelling of Value-at-Risk / rank
 
Normal rank
Property / cites work
 
Property / cites work: MANAGING BOTH SIGN AND SIZE OF FLUCTUATIONS WITHIN THE n-ZIPF FRAMEWORK / rank
 
Normal rank
Property / Wikidata QID
 
Property / Wikidata QID: Q129912512 / rank
 
Normal rank

Latest revision as of 15:42, 11 November 2024

scientific article; zbMATH DE number 7013664
Language Label Description Also known as
English
Forecasting market risk using ultra-high-frequency data and scaling laws
scientific article; zbMATH DE number 7013664

    Statements

    Identifiers