Generalized value at risk forecasting (Q5078005)
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scientific article; zbMATH DE number 7529939
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Generalized value at risk forecasting |
scientific article; zbMATH DE number 7529939 |
Statements
Generalized value at risk forecasting (English)
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20 May 2022
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estimating functions
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VaR forecasts
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data-driven models
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