scientific article

DOI10.13383/J.CNKI.JSE.2016.01.005zbMath1363.62149MaRDI QIDQ2824474

Yong Tang, Zhenpeng Tang, Youpo Huang

Publication date: 6 October 2016

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

dependency structurebacktestingquantile forecasthigh-frequency information

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Applications of statistics to actuarial sciences and financial mathematics (62P05) Portfolio theory (91G10)

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