Analysis of shares frequency components on daily value-at-risk in emerging and developed markets (Q2163912)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Analysis of shares frequency components on daily value-at-risk in emerging and developed markets |
scientific article |
Statements
Analysis of shares frequency components on daily value-at-risk in emerging and developed markets (English)
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11 August 2022
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FIGARCH
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value-at-risk
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wavelets
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structural change
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stock market
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volatility models
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