Pages that link to "Item:Q5106994"
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The following pages link to Robust bootstrap forecast densities for GARCH returns and volatilities (Q5106994):
Displayed 3 items.
- Risk quantification and validation for Bitcoin (Q2661514) (← links)
- Robust bootstrap densities for dynamic conditional correlations: implications for portfolio selection and Value-at-Risk (Q4960660) (← links)
- Assessing the accuracy of exponentially weighted moving average models for Value-at-Risk and Expected Shortfall of crypto portfolios (Q6158409) (← links)