Forecasting value-at-risk in turbulent stock markets via the local regularity of the price process (Q2127364)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Forecasting value-at-risk in turbulent stock markets via the local regularity of the price process |
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Forecasting value-at-risk in turbulent stock markets via the local regularity of the price process (English)
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20 April 2022
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value-at-risk
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time-varying variance and kurtosis
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pointwise regularity
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