Using CAViaR Models with Implied Volatility for Value‐at‐Risk Estimation (Q4687309)
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scientific article; zbMATH DE number 6951821
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Using CAViaR Models with Implied Volatility for Value‐at‐Risk Estimation |
scientific article; zbMATH DE number 6951821 |
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Using CAViaR Models with Implied Volatility for Value‐at‐Risk Estimation (English)
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11 October 2018
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quantile regression
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combining
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market risk
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maximum potential loss
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