Work

Risk Measurement with High-frequency Data - Value-at-Risk and Scaling Law Methods

Year: 2011

Type: dissertation

Source: OpenGrey (Institut de l'Information Scientifique et Technique)

Author: Qi Jun

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2186904662

Cites: 66

Cited by: 2

Related to: 10