Chukiat Chaiboonsri; Satawat Wannapan - In: Economies : open access journal 9 (2021) 1/13, pp. 1-14
The advantage of quantum mechanics to shift up the ability to econometrically understand extreme tail losses in financial data has become more desirable, especially in cases of Value at Risk (VaR) and Expected Shortfall (ES) predictions. Behind the non-novel quantum mechanism, it does...
