Volatility Forecasts and Value at Risk Evaluation for the MSCI North America Index

DOI10.1007/3-540-26981-9_55MaRDI QIDQ5445878zbMATH OpenOpenAlexFDO

Authors Momtchil Pojarliev, Wolfgang Polasek

Publication date 6 March 2008

Published in Studies in Classification, Data Analysis, and Knowledge Organization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/3-540-26981-9_55

Mathematics Subject Classification ID

Classification and discrimination; cluster analysis (statistical aspects) (62H30) Information theory (general) (94A15)

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