Work

VaR Prediction for Financial Asset Series Based on Stable Distribution

Year: 2024

Type: conference-paper

DOI: 10.1145/3700058.3700067

Authors: Huayang Li, Mengxian Chen, Ping Bai, Yaohui Bai, Huilian Xu, Feng Liu

Institutions: Jiangxi University of Finance and Economics, Xi'an Shiyou 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: W4405560189

FWCI: 2.012

Cites: 12

Cited by: 1

Related to: 10