Work

Data-Driven Risk Measurement by SV-GARCH-EVT Model

Year: 2024

Type: conference-paper

Source: International Conference on Data-driven Optimization of Complex Systems (DOCS)

DOI: 10.1109/docs63458.2024.10704237

Authors: Shi Bo, Minheng Xiao

Institutions: Boston University, The Ohio State University

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W4403297036

FWCI:

Cites: 25

Cited by:

Related to: 10