Early warning of large volatilities based on recurrence interval analysis in Chinese stock markets (Q4554238)
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scientific article; zbMATH DE number 6976836
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Early warning of large volatilities based on recurrence interval analysis in Chinese stock markets |
scientific article; zbMATH DE number 6976836 |
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Early warning of large volatilities based on recurrence interval analysis in Chinese stock markets (English)
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13 November 2018
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extreme volatility
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risk estimation
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recurrence interval
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large volatility forecasting
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distribution
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hazard probability
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