Back to Results
First PageMeta Content
Statistics / Mathematical finance / Actuarial science / Probability distributions / Estimation theory / Technical analysis / Quantile / Volatility / Regression analysis / Value at risk / Normal distribution / Autoregressive conditional heteroskedasticity


Forecasting Value-at-Risk by Estimating the Quantiles of the Intra-Day Low and High Series Xiaochun Meng & James W. Taylor
Add to Reading List

Document Date: 2016-07-08 02:21:56


Open Document

File Size: 481,35 KB

Share Result on Facebook