Pages that link to "Item:Q5001165"
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The following pages link to Evaluation of volatility predictions in a VaR framework (Q5001165):
Displaying 5 items.
- Predictive Inference for Integrated Volatility (Q3225812) (← links)
- Evaluating Volatility and Correlation Forecasts (Q3646983) (← links)
- A Copula-Based Quantile Model (Q4689052) (← links)
- Volatility Forecasts and Value at Risk Evaluation for the MSCI North America Index (Q5445878) (← links)
- Prioritizing of volatility models: a computational analysis using data envelopment analysis (Q6056289) (← links)