Applying quantum mechanics for extreme value prediction of VaR and ES in the ASEAN stock exchange
Year of publication: |
2021
|
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Authors: | Chukiat Chaiboonsri ; Satawat Wannapan |
Published in: |
Economies : open access journal. - Basel : MDPI, ISSN 2227-7099, ZDB-ID 2704214-5. - Vol. 9.2021, 1/13, p. 1-14
|
Subject: | quantum mechanics | wave function | extreme value analysis | Bayesian inference | stock market | Value at Risk (VaR) | Expected Shortfall (ES) | prediction | Prognoseverfahren | Forecasting model | Risikomaß | Risk measure | Bayes-Statistik | Ausreißer | Outliers | Börsenkurs | Share price | Statistische Verteilung | Statistical distribution |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.3390/economies9010013 [DOI] hdl:10419/257171 [Handle] |
Source: | ECONIS - Online Catalogue of the ZBW |
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Applying quantum mechanics for extreme value prediction of VaR and ES in the ASEAN stock exchange
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