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~isPartOf:"Working papers"
~person:"Nguyen Vo"
~person:"Palandri, Alessandro"
~subject:"Forecasting model"
~subject:"Share price"
~type_genre:"Graue Literatur"
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Modeling and evaluating conditional quantile dynamics in VaR forecasts
Cipollini, Fabrizio
;
Gallo, Giampiero M.
;
Palandri, …
-
2023
-
Prima edizione
Persistent link: https://www.econbiz.de/10014321854
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Applying hybrid ARIMA-SGARCH in algorithmic investment strategies on S&P 500 Index
Nguyen Vo
;
Ślepaczuk, Robert
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2021
Persistent link: https://www.econbiz.de/10012816706
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