Zobrazeno 1 - 5
of 5
pro vyhledávání: '"Nor Azliana Aridi"'
Publikováno v:
Cogent Economics & Finance, Vol 12, Iss 1 (2024)
The aim of this paper is to assess whether the availability of high-frequency data enhances the accuracy of extreme market risk estimation in comparison to low-frequency data by using Value-at-risk (VaR) and Expected shortfall (ES). The sample data u
Externí odkaz:
https://doaj.org/article/d0fca4863d3b468ab540a5bebe797f4c
Publikováno v:
The 5TH ISM INTERNATIONAL STATISTICAL CONFERENCE 2021 (ISM-V): Statistics in the Spotlight: Navigating the New Norm.
Publikováno v:
International Journal of Academic Research in Business and Social Sciences. 8
Publikováno v:
Journal of Computer Science & Computational Mathematics. :21-26
Publikováno v:
Scopus-Elsevier
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::5291b6019fde5280ad3fb758227e1e45
http://www.scopus.com/inward/record.url?eid=2-s2.0-84988941737&partnerID=MN8TOARS
http://www.scopus.com/inward/record.url?eid=2-s2.0-84988941737&partnerID=MN8TOARS