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VaR Prediction under Long Memory in Volatility - MaRDI portal

VaR Prediction under Long Memory in Volatility (Q5232808)

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scientific article; zbMATH DE number 7104769
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English
VaR Prediction under Long Memory in Volatility
scientific article; zbMATH DE number 7104769

    Statements

    title
    VaR Prediction under Long Memory in Volatility (English)
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    author
    Harald Kinateder
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    Niklas Wagner
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    publication date
    13 September 2019
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    Identifiers

    zbMATH DE Number
    7104769
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    OpenAlex ID
    W59951876
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