Forecasting market risk using ultra-high-frequency data and scaling laws (Q4619546)
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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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