Forecasting Value-at-Risk in turbulent stock markets via the local regularity of the price process
- Location
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Deutsche Nationalbibliothek Frankfurt am Main
- ISSN
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1619-6988
- Extent
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Online-Ressource
- Language
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Englisch
- Notes
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online resource.
- Bibliographic citation
-
Forecasting Value-at-Risk in turbulent stock markets via the local regularity of the price process ; day:6 ; month:8 ; year:2021 ; pages:1-34
Computational management science ; (6.8.2021), 1-34
- Classification
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Wirtschaft
- Creator
- Contributor
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SpringerLink (Online service)
- DOI
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10.1007/s10287-021-00412-w
- URN
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urn:nbn:de:101:1-2021103021551509457409
- Rights
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Open Access; Der Zugriff auf das Objekt ist unbeschränkt möglich.
- Last update
- 15.08.2025, 7:31 AM CEST
Data provider
This object is provided by:
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Deutsche Nationalbibliothek. If you have any questions about the object, please contact the data provider.
Associated
- Frezza, Massimiliano
- Bianchi, Sergio
- Pianese, Augusto
- SpringerLink (Online service)
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