ARTICLE
|
doi:10.20944/preprints201701.0065.v2
Subject:
Business, Economics And Management,
Econometrics And Statistics
Keywords:
lee-carter; cairns-blake-dowd; mortality models; backtesting
Online: 8 May 2017 (07:38:50 CEST)
ARTICLE
|
doi:10.20944/preprints202010.0191.v1
Subject:
Computer Science And Mathematics,
Algebra And Number Theory
Keywords:
stocks portfolio; loss risk; heteroscedastic; VaR; backtesting
Online: 9 October 2020 (09:04:18 CEST)
ARTICLE
|
doi:10.20944/preprints201903.0071.v1
Subject:
Computer Science And Mathematics,
Probability And Statistics
Keywords:
Returns, Stocks, Guaranty Trust (GT) Bank, Generalized Autoregressive Conditional Heteroskedasticity (GARCH), Persistence, Half-life, Volatility, Backtesting
Online: 6 March 2019 (10:40:29 CET)
ARTICLE
|
doi:10.20944/preprints201812.0043.v1
Subject:
Computer Science And Mathematics,
Probability And Statistics
Keywords:
volatility; returns; stocks; total petroleum; akaike information criterion (AIC), GARCH; value-at-risk (VaR), backtesting
Online: 4 December 2018 (03:16:48 CET)
ARTICLE
|
doi:10.20944/preprints202010.0468.v1
Subject:
Business, Economics And Management,
Accounting And Taxation
Keywords:
Gram-Charlier series; DCC; DECO; backtesting; cryptocurrencies
Online: 22 October 2020 (21:50:55 CEST)