文献
J-GLOBAL ID:202202289938678999
整理番号:22A0499244
価格プロセスの局所規則性による乱流株式市場における価値リスクの予測【JST・京大機械翻訳】
Forecasting Value-at-Risk in turbulent stock markets via the local regularity of the price process
著者 (4件):
Frezza Massimiliano
(QuantLab, Department of Economics and Law, University of Cassino and Southern Lazio, Cassino, Italy)
,
Bianchi Sergio
(Department of MEMOTEF, Faculty of Economics, Sapienza University of Rome, Rome, Italy)
,
Bianchi Sergio
(Department of Finance and Risk Engineering, Tandon School of Engineering, New York University, New York City, USA)
,
Pianese Augusto
(QuantLab, Department of Economics and Law, University of Cassino and Southern Lazio, Cassino, Italy)
資料名:
Computational Management Science
(Computational Management Science)
巻:
19
号:
1
ページ:
99-132
発行年:
2022年
JST資料番号:
W4187A
ISSN:
1619-697X
資料種別:
逐次刊行物 (A)
記事区分:
原著論文
発行国:
ドイツ (DEU)
言語:
英語 (EN)