Evaluation of volatility predictions in a VaR framework (Q5001165): Difference between revisions
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Revision as of 02:56, 29 February 2024
scientific article; zbMATH DE number 7372428
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Evaluation of volatility predictions in a VaR framework |
scientific article; zbMATH DE number 7372428 |
Statements
Evaluation of volatility predictions in a VaR framework (English)
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16 July 2021
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volatility
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statistical loss function
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economic loss function
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VaR
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asymmetric loss function
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