Bayesian modeling and forecasting of value-at-risk via threshold realized volatility

From MaRDI portal
Publication:6574592

DOI10.1002/ASMB.2395MaRDI QIDQ6574592FDOQ6574592


Authors: Cathy W. S. Chen, Toshiaki Watanabe Edit this on Wikidata


Publication date: 18 July 2024

Published in: Applied Stochastic Models in Business and Industry (Search for Journal in Brave)








Cites Work






This page was built for publication: Bayesian modeling and forecasting of value-at-risk via threshold realized volatility

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6574592)