"Forecasting Value-at-Risk in turbulent stock markets via the local ..."

Massimiliano Frezza, Sergio Bianchi, Augusto Pianese (2022)

> Home

Details and statistics

DOI: 10.1007/S10287-021-00412-W

access: closed

type: Journal Article

metadata version: 2022-02-08

- view
  - electronic edition via DOI
  - unpaywalled version
  authority control:
- export record
  dblp key:
  - journals/cms/FrezzaBP22
- ask others
- share record
  persistent URL:
  - https://dblp.org/rec/journals/cms/FrezzaBP22
Massimiliano Frezza, Sergio Bianchi, Augusto Pianese:
Forecasting Value-at-Risk in turbulent stock markets via the local regularity of the price process. Comput. Manag. Sci. 19(1): 99-132 (2022)

manage site settings

To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.