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scientific article; zbMATH DE number 7013664
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English
Forecasting market risk using ultra-high-frequency data and scaling laws
scientific article; zbMATH DE number 7013664

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    Forecasting market risk using ultra-high-frequency data and scaling laws (English)
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    6 February 2019
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    Value-at-Risk
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    scaling laws
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    ultra-high-frequency data
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    big data
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    market risk
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