Forecasting market risk using ultra-high-frequency data and scaling laws (Q4619546): Difference between revisions

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Revision as of 02:56, 18 July 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)
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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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