Forecasting Value-at-Risk with a duration-based POT method - Concepedia

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Forecasting Value-at-Risk with a duration-based POT method

29

Citations

27

References

2012

Year

P. Araújo Santos, Isabel Fraga Alves

Mathematics and Computers in Simulation

Forecasting MethodologyEngineeringPredictive AnalyticsRisk ManagementBusinessProduction ForecastingForecastingDuration-based Pot MethodStatisticsFinanceQuantitative ManagementIntelligent Forecasting

References

	Year	Citations

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