Pages that link to "Item:Q2272312"
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The following pages link to Estimating value-at-risk and expected shortfall using the intraday low and range data (Q2272312):
Displaying 6 items.
- Dynamic large financial networks \textit{via} conditional expected shortfalls (Q2076940) (← links)
- A one-sided Vysochanskii-Petunin inequality with financial applications (Q2239880) (← links)
- Review of statistical approaches for modeling high-frequency trading data (Q6108877) (← links)
- Loss function-based change point detection in risk measures (Q6113344) (← links)
- Monte Carlo within simulated annealing for integral constrained optimizations (Q6547045) (← links)
- Statistical methods for decision support systems in finance: how Benford's law predicts financial risk (Q6666701) (← links)
