Measurement of risk based on QR-GARCH-EVT model (Q2690785)
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scientific article; zbMATH DE number 7664200
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Measurement of risk based on QR-GARCH-EVT model |
scientific article; zbMATH DE number 7664200 |
Statements
Measurement of risk based on QR-GARCH-EVT model (English)
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17 March 2023
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value at risk
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QR-GARCH
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EVT
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0.7977703213691711
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0.794715940952301
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0.7893316149711609
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0.7689623236656189
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