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Q5371477 - MaRDI portal

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scientific article; zbMATH DE number 6796131
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English
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scientific article; zbMATH DE number 6796131

    Statements

    author
    Chuanhao Wang
    0 references
    Yu Han
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    Zhaoben Fang
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    publication date
    20 October 2017
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    zbMATH Keywords
    multi-resolution analysis
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    GARCH model
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    extreme value theory
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    VaR
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    Identifiers

    Mathematics Subject Classification ID
    91G70
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    62P05
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    60G70
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    zbMATH DE Number
    6796131
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