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"Leveraging Return Prediction Approaches for Improved Value-at-Risk Estimation."

Farid Bagheri, Diego Reforgiato Recupero, Espen Sirnes (2023)

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DOI: 10.3390/DATA8080133

access: open

type: Journal Article

metadata version: 2024-01-13

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Farid Bagheri, Diego Reforgiato Recupero, Espen Sirnes:
Leveraging Return Prediction Approaches for Improved Value-at-Risk Estimation. Data 8(8): 133 (2023)

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