Confidence intervals for ARMA-GARCH value-at-risk: the case of heavy tails and skewness (Q1659142): Difference between revisions
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Revision as of 13:41, 28 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Confidence intervals for ARMA-GARCH value-at-risk: the case of heavy tails and skewness |
scientific article |
Statements
Confidence intervals for ARMA-GARCH value-at-risk: the case of heavy tails and skewness (English)
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15 August 2018
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value-at-risk
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ARMA-GARCH
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quasi-maximum likelihood
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subsample bootstrap
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