Forecasting value-at-risk in turbulent stock markets via the local regularity of the price process (Q2127364)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 7510426
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Forecasting value-at-risk in turbulent stock markets via the local regularity of the price process |
scientific article; zbMATH DE number 7510426 |
Statements
Forecasting value-at-risk in turbulent stock markets via the local regularity of the price process (English)
0 references
20 April 2022
0 references
value-at-risk
0 references
time-varying variance and kurtosis
0 references
pointwise regularity
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0.8455707
0 references
0.8453835
0 references
0.84475195
0 references
0.84007263
0 references
0.83734834
0 references
0.8366114
0 references
0.83593166
0 references
