VaR prediction under long memory in volatility (Q5232808)
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scientific article; zbMATH DE number 7104769
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | VaR prediction under long memory in volatility |
scientific article; zbMATH DE number 7104769 |
Statements
VaR Prediction under Long Memory in Volatility (English)
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13 September 2019
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0.7896642088890076
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0.77215975522995
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0.767605721950531
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