Value‐at‐risk under market shifts through highly flexible models (Q5379280)
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scientific article; zbMATH DE number 7060040
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Value‐at‐risk under market shifts through highly flexible models |
scientific article; zbMATH DE number 7060040 |
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Value‐at‐risk under market shifts through highly flexible models (English)
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28 May 2019
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APARCH
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flexible distribution
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volatility
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value-at-risk
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regime-switching
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