Localizing Multivariate CAViaR
Year of publication: |
2020
|
---|---|
Authors: | Klochkov, Yegor |
Other Persons: | Härdle, Wolfgang K. (contributor) ; Xu, Xiu (contributor) |
Publisher: |
[2020]: [S.l.] : SSRN |
Subject: | Multivariate Analyse | Multivariate analysis | Theorie | Theory | Schätzung | Estimation |
Extent: | 1 Online-Ressource (48 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: IRTG 1792 Discussion Paper 2019-007 Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments March 3, 2019 erstellt |
Classification: | C32 - Time-Series Models ; C51 - Model Construction and Estimation ; G17 - Financial Forecasting |
Source: | ECONIS - Online Catalogue of the ZBW |
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