Search Results - "Normal-inverse Gaussian"

  • Showing 1 - 1 results of 1
Refine Results
  1. 1
    Optimal window size detection in Value-at-Risk forecasting: A case study on conditional generalised hyperbolic models

    Optimal window size detection in Value-at-Risk forecasting: A case study on conditional generalised hyperbolic models by Huang, Chun-Kai, Huang, Karl, Hammujuddy, Jahvaid, Chinhamu, Knowledge

    Published 2022
    Subjects: Get full text
    Get full text

Search Tools: