Accurate value-at-risk forecasting based on the normal-GARCH model (Q1010573): Difference between revisions
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Revision as of 21:52, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Accurate value-at-risk forecasting based on the normal-GARCH model |
scientific article |
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Accurate value-at-risk forecasting based on the normal-GARCH model (English)
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6 April 2009
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bootstrap
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GARCH
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value at risk
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