Forecasting Value-at-Risk by Estimating the Quantiles of the Intra-Day Low and High Series Xiaochun Meng - TCAP - Document - PDFSEARCH.IO

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Date: 2016-07-08 02:21:56 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 Source URL: www.cb.cityu.edu.hk Download Document from Source Website File Size: 481,35 KB Share Document on Facebook

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