Forecasting market risk using ultra-high-frequency data and scaling laws (Q4619546): Difference between revisions
From MaRDI portal
Changed an Item |
Changed an Item |
||
| Property / describes a project that uses | |||
| Property / describes a project that uses: plfit / rank | |||
Normal rank | |||
Revision as of 11:49, 28 February 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
Forecasting market risk using ultra-high-frequency data and scaling laws (English)
0 references
6 February 2019
0 references
Value-at-Risk
0 references
scaling laws
0 references
ultra-high-frequency data
0 references
big data
0 references
market risk
0 references
