Accurate value-at-risk forecasting based on the normal-GARCH model (Q1010573)
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scientific article; zbMATH DE number 5540560
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| English | Accurate value-at-risk forecasting based on the normal-GARCH model |
scientific article; zbMATH DE number 5540560 |
Statements
Accurate value-at-risk forecasting based on the normal-GARCH model (English)
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6 April 2009
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bootstrap
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GARCH
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value at risk
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0.7954531908035278
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0.7913388013839722
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0.7674974203109741
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0.7646468877792358
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0.7618423104286194
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