A risk measure of the stock market that is based on multifractality (Q2128744)
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scientific article; zbMATH DE number 7511882
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | A risk measure of the stock market that is based on multifractality |
scientific article; zbMATH DE number 7511882 |
Statements
A risk measure of the stock market that is based on multifractality (English)
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22 April 2022
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multifractal
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risk measure
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market risk
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CVaR
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0.82184374
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0.81372356
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0.81118155
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0.80992365
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0.8064608
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