Incorporating higher moments into value-at-risk forecasting (Q3065537): Difference between revisions
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Revision as of 06:10, 29 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Incorporating higher moments into value-at-risk forecasting |
scientific article |
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Incorporating higher moments into value-at-risk forecasting (English)
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6 January 2011
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value-at-risk (VaR) forecasting
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time-varying variance
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skewness
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kurtosis
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gram
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charlier series expansion
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