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~person:"Fantazzini, Dean"
~subject:"Prognoseverfahren"
~type_genre:"Aufsatz im Buch"
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Fantazzini, Dean
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Risk assessment and financial regulation in emerging markets' banking : trends and prospects
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Forecasting and backtesting of market risks in emerging markets
Fantazzini, Dean
- In:
Risk assessment and financial regulation in emerging …
,
(pp. 199-223)
.
2021
-by-step analysis with R and Russian market data is provided. Four classes of models are considered (
GARCH
, HAR, ARFIMA, and realized-
GARCH
…
Persistent link: https://www.econbiz.de/10012591721
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