Research for dynamic value at risk based on wavelet realized volatility (Q4640393)
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scientific article; zbMATH DE number 6874281
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Research for dynamic value at risk based on wavelet realized volatility |
scientific article; zbMATH DE number 6874281 |
Statements
25 May 2018
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wavelet multi-resolution analysis
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realized volatility
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VaR
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0.7771915793418884
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0.7735354900360107
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0.7726278305053711
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0.7687201499938965
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0.7638236284255981
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