Artifactual unit root behavior of value at risk (VaR) (Q297153)
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scientific article; zbMATH DE number 6598019
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Artifactual unit root behavior of value at risk (VaR) |
scientific article; zbMATH DE number 6598019 |
Statements
Artifactual unit root behavior of value at risk (VaR) (English)
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24 June 2016
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quantiles
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value-at-risk
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unit root
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0.8289081
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0.8261241
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0.82365155
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0.8174571
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0.81627625
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0.81623167
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