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scientific article; zbMATH DE number 1449652
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | No label defined |
scientific article; zbMATH DE number 1449652 |
Statements
21 May 2000
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VaR
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GARCH
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forecasting
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portfolio
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risk
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covariance
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stochastic modelling
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performance measures
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0.8002530336380005
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0.7958235144615173
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0.7938163876533508
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0.7936801314353943
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0.7836771607398987
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