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Risk measurement and backtesting of financial market based on E-GAS-AST model - MaRDI portal

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Risk measurement and backtesting of financial market based on E-GAS-AST model (Q5017296)

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scientific article; zbMATH DE number 7448676
Language Label Description Also known as
English
Risk measurement and backtesting of financial market based on E-GAS-AST model
scientific article; zbMATH DE number 7448676

    Statements

    author
    Yimeng Xia
    0 references
    Yu Chen
    0 references
    publication date
    17 December 2021
    0 references
    zbMATH Keywords
    risk measures
    0 references
    VaR
    0 references
    GAS model
    0 references
    AST distribution
    0 references
    backtest
    0 references

    Identifiers

    zbMATH DE Number
    7448676
    0 references
     
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