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


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File Size: 481,35 KB

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