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Using quantile time series and historical simulation to forecast financial risk multiple steps ahead

Fuente: arXiv

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Detalles Bibliográficos
Autores principales:	Gerlach, Richard, Naimoli, Antonio, Storti, Giuseppe
Formato:	Preprint
Publicado:	2025
Materias:	Statistical Finance Computational Finance Risk Management
Acceso en línea:	Acceder al recurso
Etiquetas:	Agregar Etiqueta Sin Etiquetas, Sea el primero en etiquetar este registro!

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