On Portfolio Risk Estimation Mher Safarian∗ Karlsruhe Institute of Technology / National Laboratory / Institute of Economics / Generalized ARCH / /
IndustryTerm
backshift operator / peculiar financial tools / /
Organization
Institute of Economics / Fakultät für Wirtschaftswissenschaften Institut für Volkswirtschaftslehre / University of the State of Baden-Wuerttemberg and National Laboratory / Helmholtz Association / Impressum Karlsruher Institut für Technologie / Institute of Technology / /
Position
Chair / model for ε2t / model for squared increments ε2t / /
On portfolio risk estimation by Mher Safarian No. 52 | DECEMBER 2013 WORKING PAPER SERIES IN ECONOMICS