Volatility Forecasts and Value at Risk Evaluation for the MSCI North America Index

DOI10.1007/3-540-26981-9_55OpenAlexW123663123MaRDI QIDQ5445878

Momtchil Pojarliev, Wolfgang Polasek

Publication date: 6 March 2008

Published in: Studies in Classification, Data Analysis, and Knowledge Organization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/3-540-26981-9_55

Mathematics Subject Classification ID

Classification and discrimination; cluster analysis (statistical aspects) (62H30) Information theory (general) (94A15)