Singular spectrum analysis for value at risk in stochastic volatility models
ISSN: 1099-131X, 0277-6693
Year of publication: 2022
Volume: 41
Issue: 1
Pages: 3-16
Type: Article
ISSN: 1099-131X, 0277-6693
Year of publication: 2022
Volume: 41
Issue: 1
Pages: 3-16
Type: Article