Singular spectrum analysis for value at risk in stochastic volatility models
ISSN: 1099-131X, 0277-6693
Année de publication: 2022
Volumen: 41
Número: 1
Pages: 3-16
Type: Article
ISSN: 1099-131X, 0277-6693
Année de publication: 2022
Volumen: 41
Número: 1
Pages: 3-16
Type: Article