Multifractal value at risk model (Q1619380)
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scientific article; zbMATH DE number 6977986
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multifractal value at risk model |
scientific article; zbMATH DE number 6977986 |
Statements
Multifractal value at risk model (English)
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13 November 2018
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value at risk
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multifractality
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binomial multifractal model
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multifractal model of asset return
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financial time series
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0.87897795
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0.86749154
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0.86736166
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