Pages that link to "Item:Q1657604"
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The following pages link to Improving daily value-at-risk forecasts: the relevance of short-run volatility for regulatory quality assessment (Q1657604):
Displaying 4 items.
- An energy-based measure for long-run horizon risk quantification (Q2158627) (← links)
- Dynamic expected shortfall: a spectral decomposition of tail risk across time horizons (Q2338545) (← links)
- Recovering cointegration via wavelets in the presence of non-linear patterns (Q2700571) (← links)
- A decision rule to minimize daily capital charges in forecasting value-at-risk (Q3065548) (← links)