Quantitative Risk Management in Volatile Markets with an Expectile-Based Framework for the FTSE Index

Fuente: arXiv

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Bibliographic Details
Main Author:	Oketunji, Abiodun Finbarrs
Format:	Preprint
Published:	2025
Subjects:	Risk Management Computers and Society 91G70, 91B30, 60G70, 62P05 G.4; G.m; D.2.13; C.5.0
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2507.13391