Analysis of shares frequency components on daily value-at-risk in emerging and developed markets (Q2163912)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Analysis of shares frequency components on daily value-at-risk in emerging and developed markets |
scientific article |
Statements
Analysis of shares frequency components on daily value-at-risk in emerging and developed markets (English)
0 references
11 August 2022
0 references
FIGARCH
0 references
value-at-risk
0 references
wavelets
0 references
structural change
0 references
stock market
0 references
volatility models
0 references
0 references
0 references
