Estimation risk in GARCH VaR and ES estimates /

Bewaard in:

Bibliografische gegevens
Hoofdauteur:	Gao, Feng.
Andere auteurs:	Song, Fengming.
Formaat:	Artikel
Taal:	English
Onderwerpen:	ES Expected shortfall GARCH Generalized autoregressive conditionally heteroskedastic Value-at-risk VaR
Tags:	Voeg label toe Geen labels, Wees de eerste die dit record labelt!

Thư viện lưu trữ:	Thư viện Trường Đại học Đà Lạt

Omschrijving
Geen beschrijving beschikbaar.

Notice: fwrite(): write of 697 bytes failed with errno=28 No space left on device in C:\vufind\module\VuFind\src\VuFind\Session\File.php on line 152
Cannot write session to C:\Windows\TEMP\vufind_sessions/sess_fe3qc5il6hi1n33onk0t5ht0m3
Warning: session_write_close(): Failed to write session data using user defined save handler. (session.save_path: \xampp\tmp) in C:\vufind\vendor\laminas\laminas-session\src\SessionManager.php on line 235

Estimation risk in GARCH VaR and ES estimates /

Gelijkaardige items