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Date: 2014-01-20 03:59:19Mathematical finance Financial risk Economy Finance Money Actuarial science Technical analysis Volatility Autoregressive conditional heteroskedasticity Market risk RiskMetrics Value at risk | Multiple-Period Market Risk Prediction under Long Memory: When VaR is Higher than Expected∗ Harald Kinateder† Niklas Wagner‡ Version: January 2014Add to Reading ListSource URL: www.wiwi.uni-passau.deDownload Document from Source WebsiteFile Size: 1,05 MBShare Document on Facebook |