A Study of Value‐at‐Risk Based on M‐Estimators of the Conditional Heteroscedastic Models (Q4687267)
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scientific article; zbMATH DE number 6951795
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Study of Value‐at‐Risk Based on M‐Estimators of the Conditional Heteroscedastic Models |
scientific article; zbMATH DE number 6951795 |
Statements
A Study of Value‐at‐Risk Based on M‐Estimators of the Conditional Heteroscedastic Models (English)
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11 October 2018
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GARCH
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GJR
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M-estimators
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M-tests
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financial data
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