No label defined (Q4779802)
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scientific article; zbMATH DE number 1820665
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|---|---|---|---|
| default for all languages | No label defined |
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| English | No label defined |
scientific article; zbMATH DE number 1820665 |
Statements
27 October 2002
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time series
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finance
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VaR
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VARMA
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options
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diffusion
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extreme
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multiple assets
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heavy tailed
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co-integration
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volatility
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MCMC
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0.8599774241447449
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0.8446449041366577
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0.831961452960968
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