Risk-parameter estimation in volatility models (Q473360)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Risk-parameter estimation in volatility models |
scientific article; zbMATH DE number 6372132
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Risk-parameter estimation in volatility models |
scientific article; zbMATH DE number 6372132 |
Statements
Risk-parameter estimation in volatility models (English)
0 references
24 November 2014
0 references
GARCH
0 references
quantile regression
0 references
quasi-maximum likelihood
0 references
risk measures
0 references
value-at-risk
0 references
0 references
0 references
0 references
0 references
0 references
0 references
