Quantcast
Channel: MoneyScience: 's news items
Viewing all articles
Browse latest Browse all 1784

Forecasting VaR using realized EGARCH model with skewness and kurtosis

$
0
0

Publication date: January 2020

Source: Finance Research Letters, Volume 32

Author(s): Xinyu Wu, Michelle Xia, Huanming Zhang


Viewing all articles
Browse latest Browse all 1784

Latest Images

Trending Articles



Latest Images