Pages that link to "Item:Q864231"
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The following pages link to Real-time assessment of value-at-risk and volatility accuracy (Q864231):
Displaying 4 items.
- Information-based multi-assets artificial stock market with heterogeneous agents (Q619750) (← links)
- A sequential method for the evaluation of the VaR model based on the run between exceed\-ances (Q819416) (← links)
- Verification of internal risk measure estimates (Q2520725) (← links)
- On a real-time scheme for the estimation of volatility (Q5421244) (← links)