FORECASTING VALUE-AT-RISK AND EXPECTED SHORTFALL USING FRACTIONALLY INTEGRATED MODELS OF CONDITIONAL VOLATILITY: INTERNATIONAL EVIDENCE

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Bibliographic Details
Main Author:	XIE LEFAN
Other Authors:	MATHEMATICS
Published:	2021
Online Access:	https://scholarbank.nus.edu.sg/handle/10635/202590
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Institution:	National University of Singapore

id	sg-nus-scholar.10635-202590
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spelling	sg-nus-scholar.10635-2025902021-10-13T01:29:18Z FORECASTING VALUE-AT-RISK AND EXPECTED SHORTFALL USING FRACTIONALLY INTEGRATED MODELS OF CONDITIONAL VOLATILITY: INTERNATIONAL EVIDENCE XIE LEFAN MATHEMATICS LOU JIANN HUA Bachelor's BACHELOR OF SCIENCE (HONOURS) 2021-10-11T01:44:09Z 2021-10-11T01:44:09Z 2018 XIE LEFAN (2018). FORECASTING VALUE-AT-RISK AND EXPECTED SHORTFALL USING FRACTIONALLY INTEGRATED MODELS OF CONDITIONAL VOLATILITY: INTERNATIONAL EVIDENCE. ScholarBank@NUS Repository. https://scholarbank.nus.edu.sg/handle/10635/202590
institution	National University of Singapore
building	NUS Library
continent	Asia
country	Singapore Singapore
content_provider	NUS Library
collection	ScholarBank@NUS
description	Bachelor's
author2	MATHEMATICS
author_facet	MATHEMATICS XIE LEFAN
author	XIE LEFAN
spellingShingle	XIE LEFAN FORECASTING VALUE-AT-RISK AND EXPECTED SHORTFALL USING FRACTIONALLY INTEGRATED MODELS OF CONDITIONAL VOLATILITY: INTERNATIONAL EVIDENCE
author_sort	XIE LEFAN
title	FORECASTING VALUE-AT-RISK AND EXPECTED SHORTFALL USING FRACTIONALLY INTEGRATED MODELS OF CONDITIONAL VOLATILITY: INTERNATIONAL EVIDENCE
title_short	FORECASTING VALUE-AT-RISK AND EXPECTED SHORTFALL USING FRACTIONALLY INTEGRATED MODELS OF CONDITIONAL VOLATILITY: INTERNATIONAL EVIDENCE
title_full	FORECASTING VALUE-AT-RISK AND EXPECTED SHORTFALL USING FRACTIONALLY INTEGRATED MODELS OF CONDITIONAL VOLATILITY: INTERNATIONAL EVIDENCE
title_fullStr	FORECASTING VALUE-AT-RISK AND EXPECTED SHORTFALL USING FRACTIONALLY INTEGRATED MODELS OF CONDITIONAL VOLATILITY: INTERNATIONAL EVIDENCE
title_full_unstemmed	FORECASTING VALUE-AT-RISK AND EXPECTED SHORTFALL USING FRACTIONALLY INTEGRATED MODELS OF CONDITIONAL VOLATILITY: INTERNATIONAL EVIDENCE
title_sort	forecasting value-at-risk and expected shortfall using fractionally integrated models of conditional volatility: international evidence
publishDate	2021
url	https://scholarbank.nus.edu.sg/handle/10635/202590
_version_	1715201135127560192

FORECASTING VALUE-AT-RISK AND EXPECTED SHORTFALL USING FRACTIONALLY INTEGRATED MODELS OF CONDITIONAL VOLATILITY: INTERNATIONAL EVIDENCE

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