Pages that link to "Item:Q1657604"

The following pages link to Improving daily value-at-risk forecasts: the relevance of short-run volatility for regulatory quality assessment (Q1657604):

Displayed 3 items.

• An energy-based measure for long-run horizon risk quantification (Q2158627) ‎ (← links)
• Dynamic expected shortfall: a spectral decomposition of tail risk across time horizons (Q2338545) ‎ (← links)
• Recovering cointegration via wavelets in the presence of non-linear patterns (Q2700571) ‎ (← links)