The meaning of structural breaks for risk management : new evidence, mechanisms, and innovative views for the post-COVID-19 era
Year of publication: |
2022
|
---|---|
Authors: | Tsuji, Chikashi |
Published in: |
Quantitative finance and economics. - [Springfield, Mo.] : AIMS Press, ISSN 2573-0134, ZDB-ID 2937262-8. - Vol. 6.2022, 2, p. 270-302
|
Subject: | artificial intelligence | COVID-19 | news impact curve | risk management | structural break | volatility | Risikomanagement | Risk management | Strukturbruch | Structural break | Coronavirus | Volatilität | Volatility | Künstliche Intelligenz | Artificial intelligence |
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