Methods for computing numerical standard errors: review and application to value-at-risk estimation (Q1669699)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Methods for computing numerical standard errors: review and application to value-at-risk estimation |
scientific article; zbMATH DE number 6931519
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Methods for computing numerical standard errors: review and application to value-at-risk estimation |
scientific article; zbMATH DE number 6931519 |
Statements
Methods for computing numerical standard errors: review and application to value-at-risk estimation (English)
0 references
4 September 2018
0 references
bootstrap
0 references
GARCH
0 references
HAC kernel
0 references
numerical standard error (NSE)
0 references
Monte Carlo
0 references
Markov chain Monte Carlo (MCMC)
0 references
spectral density
0 references
value-at-risk
0 references
Welch
0 references
0 references
0 references
0 references
0 references
0 references
0 references
